Know Your PMS · Monthly tearsheet

SRE LARGE AND MID CAP MOMENTUM PMS

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_202635 months filedBM: BenchmarkBM: BSE500TRIBM: BSE 500 TRI
Strategy page
CAGR
24.87%
Total return
91.15%
Max drawdown
-25.63%
Sharpe
1.17
Sortino
1.26
Calmar
0.97
Win months
62.86%
Best / worst month
14.4% / -12.5%

Monthly returns

Calendar heatmap · filed months only

Strategy Monthly Returns Data table
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
2026
-1.55%1.50%-7.79%14.38%6.97%5.91%-2.01%6.25%––––24.31%
2025
-12.51%-11.84%9.78%6.36%9.75%5.70%-3.09%-2.00%1.06%2.10%1.73%-1.08%3.03%
2024
8.32%-1.26%0.18%7.76%4.85%4.87%7.14%-3.51%-0.17%-5.41%0.56%5.23%31.15%
2023
–––––––––-0.28%10.06%3.69%13.80%

Worst drawdown episodes

Duration in months · month-end marks

StartTroughEndDepthLength
Aug_2024Feb_2025Jun_202525.63%10 mo
Jul_2025Mar_2026Apr_20269.14%9 mo
Jul_2026Jul_2026Aug_20262.01%1 mo
Feb_2024Feb_2024Apr_20241.26%2 mo
Oct_2023Oct_2023Nov_20230.28%1 mo

Consistency (monthly)

Derived from filed monthlies

Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
20.69%
Downside deviation
19.73%