Know Your PMS · Monthly tearsheet
EQUITY FACTOR QUANT
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_202631 months filedBM: BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
1.81%
Total return
4.73%
Max drawdown
-26.87%
Sharpe
0.19
Sortino
0.11
Calmar
0.07
Win months
58.06%
Best / worst month
9.3% / -10.3%
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 | -3.69% | 0.76% | -9.18% | 9.28% | 0.05% | 2.30% | 1.09% | 0.11% | – | – | – | – | -0.24% |
2025 | -4.55% | -4.16% | 3.80% | 0.99% | 3.20% | 3.54% | -1.53% | -3.70% | 1.57% | 0.94% | -1.24% | -1.01% | -2.61% |
2024 | – | 3.55% | -1.36% | 5.41% | 0.51% | 8.21% | 8.05% | -1.85% | 0.99% | -10.35% | -1.77% | -2.40% | 7.80% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Aug_2024 | Mar_2026 | Ongoing | 26.87% | 25 mo · open |
| Mar_2024 | Mar_2024 | Apr_2024 | 1.36% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
5 mo
Ann. volatility
15.04%
Downside deviation
15.95%