Know Your PMS · Monthly tearsheet
NAFA EMERGING BLUE CHIP PORTFOLIO
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_202667 months filedBM: BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
18.45%
Total return
157.38%
Max drawdown
-25.76%
Sharpe
0.99
Sortino
1.17
Calmar
0.72
Win months
58.21%
Best / worst month
18.5% / -12.5%
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 | -4.53% | -0.18% | -12.46% | 18.54% | -3.12% | 3.82% | 0.90% | 0.39% | -2.42% | – | – | – | -1.69% |
2025 | -7.63% | -11.80% | 3.73% | 2.31% | 12.57% | 2.88% | 0.58% | -3.11% | -1.48% | 3.23% | -1.10% | -2.27% | -4.08% |
2024 | 1.42% | -1.27% | -2.58% | 10.22% | -0.30% | 13.85% | 3.62% | 2.21% | 2.09% | -5.19% | -1.69% | -0.47% | 22.42% |
2023 | -1.74% | 1.21% | -0.70% | 6.15% | 7.96% | 5.31% | 5.15% | – | -1.38% | -1.12% | 7.10% | 4.43% | 36.68% |
2022 | 1.01% | -5.09% | 6.59% | 1.52% | -8.86% | -3.63% | 8.87% | 6.86% | -1.41% | -0.52% | 1.55% | -3.03% | 2.38% |
2021 | – | 7.05% | 0.67% | 8.36% | 7.13% | 4.51% | 4.51% | 3.65% | 6.78% | 3.00% | -1.56% | 3.91% | 59.33% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 25.76% | 24 mo · open |
| May_2022 | Jun_2022 | Aug_2022 | 12.17% | 3 mo |
| Sep_2022 | Jan_2023 | Apr_2023 | 5.10% | 7 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 5.09% | 1 mo |
| Feb_2024 | Mar_2024 | Apr_2024 | 3.82% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
9 mo
Longest loss streak
5 mo
Ann. volatility
18.89%
Downside deviation
15.81%