Know Your PMS · Monthly tearsheet
Phillip Ethical India
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 Aug_202666 months filedBM: S and P BSE 500BM: BSE500TRIBM: Benchmark
CAGR
10.95%
Total return
77.10%
Max drawdown
-23.94%
Sharpe
0.77
Sortino
0.77
Calmar
0.46
Win months
59.09%
Best / worst month
14.1% / -10.4%
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 | -6.05% | 0.49% | -9.42% | 14.07% | 3.57% | 4.88% | 1.13% | 2.97% | – | – | – | – | 10.34% |
2025 | -3.89% | -10.45% | 4.85% | -0.10% | 9.95% | 1.12% | -3.40% | -2.70% | -1.24% | 1.53% | 1.98% | -2.11% | -5.70% |
2024 | -2.11% | 0.67% | -1.78% | 0.00% | 2.74% | 6.84% | 2.88% | 0.12% | 1.19% | -4.62% | 3.36% | -4.33% | 4.44% |
2023 | 0.65% | -1.57% | -1.58% | 4.27% | 6.54% | 3.87% | 4.45% | 1.80% | 0.37% | -2.90% | 6.37% | 4.40% | 29.47% |
2022 | -1.58% | -7.02% | 5.12% | -3.12% | -3.96% | -1.53% | 8.06% | 4.28% | -1.62% | -0.91% | – | -4.22% | -7.27% |
2021 | – | 3.98% | 2.81% | 0.92% | 6.63% | 4.90% | 2.64% | 3.76% | 3.32% | -0.74% | -0.70% | 3.70% | 35.72% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 23.94% | 23 mo · open |
| Jan_2022 | Jun_2022 | May_2023 | 11.87% | 15 mo |
| Jan_2024 | Mar_2024 | Jun_2024 | 3.21% | 5 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.90% | 1 mo |
| Oct_2021 | Nov_2021 | Dec_2021 | 1.43% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
3 mo
Ann. volatility
14.98%
Downside deviation
14.21%