Know Your PMS · Monthly tearsheet
Value Migration Strategy
Month-end SEBI-filed returns only. No daily or weekly views. Stated benchmarks appear as labels; relative metrics show when present on the strategy payload.
As of Sep_202639 months filedBM: S and P BSE 500 TRBM: BenchmarkBM: BSE500TRI
CAGR
17.64%
Total return
69.56%
Max drawdown
-23.65%
Sharpe
0.90
Sortino
0.74
Calmar
0.75
Win months
71.79%
Best / worst month
15.6% / -14.3%
Monthly returns
Calendar heatmap · filed months only
Strategy Monthly Returns Data table
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -5.25% | 0.89% | -8.02% | 15.56% | -0.72% | 4.18% | 0.78% | 4.44% | -5.09% | – | – | – | 4.99% |
2025 | -14.32% | -10.88% | 9.11% | 3.17% | 10.98% | 4.75% | -2.97% | -3.90% | 2.08% | 3.04% | -5.05% | -3.96% | -10.63% |
2024 | 3.59% | 0.88% | 0.37% | 5.66% | 0.73% | 9.36% | 5.14% | 3.02% | 4.84% | -3.30% | 1.63% | 1.75% | 38.63% |
2023 | – | – | – | – | – | – | 4.51% | 3.68% | 0.97% | 3.57% | 9.71% | 4.86% | 30.36% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 23.64% | 24 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
15 mo
Longest loss streak
3 mo
Ann. volatility
20.16%
Downside deviation
23.77%