Know Your PMS · Monthly tearsheet
Zen DPMS
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 Feb_202661 months filedBM: CRISILCOMPOSITEBONDBM: Benchmark
CAGR
6.37%
Total return
36.89%
Max drawdown
-0.54%
Sharpe
3.72
Sortino
6.12
Calmar
11.80
Win months
86.89%
Best / worst month
2.3% / -0.5%
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 | -0.02% | 0.04% | – | – | – | – | – | – | – | – | – | – | 0.02% |
2025 | 0.28% | 0.18% | 1.02% | 1.96% | 1.03% | 0.60% | -0.09% | 0.63% | -0.09% | -0.45% | 1.42% | -0.34% | 6.29% |
2024 | 0.46% | -0.54% | 0.94% | -0.08% | 0.96% | 0.70% | 0.46% | 0.68% | 1.00% | 0.68% | 0.50% | 0.37% | 6.29% |
2023 | 0.73% | 0.28% | 0.15% | 0.00% | 0.58% | 0.50% | 0.90% | 1.10% | 0.13% | 0.42% | 0.17% | 0.84% | 5.95% |
2022 | 0.55% | 0.69% | 0.28% | 0.36% | 0.56% | 0.47% | 1.01% | 0.72% | 0.49% | 0.53% | 0.45% | 2.26% | 8.68% |
2021 | – | 0.71% | 0.09% | 0.54% | 0.56% | 0.26% | 0.60% | 0.40% | 0.31% | 0.54% | 0.58% | 0.49% | 5.20% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2024 | Feb_2024 | Mar_2024 | 0.54% | 1 mo |
| Sep_2025 | Oct_2025 | Nov_2025 | 0.54% | 2 mo |
| Dec_2025 | Jan_2026 | Ongoing | 0.36% | 3 mo · open |
| Jul_2025 | Jul_2025 | Aug_2025 | 0.09% | 1 mo |
| Apr_2024 | Apr_2024 | May_2024 | 0.08% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
26 mo
Longest loss streak
2 mo
Ann. volatility
1.65%
Downside deviation
1.04%