Know Your PMS · Monthly tearsheet
NAFA Small Cap 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: Benchmark
CAGR
15.52%
Total return
123.76%
Max drawdown
-30.60%
Sharpe
0.89
Sortino
1.00
Calmar
0.51
Win months
58.21%
Best / worst month
17.6% / -13.4%
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 | -6.31% | -2.40% | -13.41% | 17.62% | -1.50% | 7.16% | 0.15% | 1.33% | -3.40% | – | – | – | -3.63% |
2025 | -6.19% | -10.37% | 3.84% | 1.79% | 9.24% | 3.45% | -0.61% | -3.17% | -1.94% | 2.91% | -2.94% | -1.62% | -6.86% |
2024 | 0.84% | -3.44% | -2.95% | 8.42% | 1.46% | 12.17% | 3.65% | 1.23% | 0.19% | -4.65% | -0.83% | -0.48% | 15.35% |
2023 | -0.94% | 0.07% | -1.65% | 6.18% | 6.62% | 4.52% | 3.86% | – | -1.36% | -2.17% | 6.92% | 4.81% | 29.57% |
2022 | -0.09% | -6.92% | 5.71% | 2.06% | -5.42% | -2.89% | 9.61% | 5.12% | -0.51% | 0.68% | 1.94% | -3.75% | 4.35% |
2021 | – | 6.61% | -0.49% | 7.93% | 7.19% | 5.06% | 5.06% | 2.47% | 7.34% | 2.30% | 0.86% | 3.97% | 59.84% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 30.60% | 24 mo · open |
| May_2022 | Jun_2022 | Jul_2022 | 8.15% | 2 mo |
| Jan_2022 | Feb_2022 | Apr_2022 | 7.00% | 3 mo |
| Feb_2024 | Mar_2024 | Apr_2024 | 6.29% | 2 mo |
| Dec_2022 | Mar_2023 | May_2023 | 6.16% | 5 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
9 mo
Longest loss streak
5 mo
Ann. volatility
17.99%
Downside deviation
15.55%