Know Your PMS · Monthly tearsheet
Vallum JAN Principles Approach
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_202612 months filed
CAGR
17.49%
Total return
17.49%
Max drawdown
-12.69%
Sharpe
0.92
Sortino
1.17
Calmar
1.38
Win months
58.33%
Best / worst month
14.0% / -8.7%
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 | -3.85% | 0.87% | -8.68% | 14.01% | 3.16% | 3.89% | 3.78% | 6.91% | -1.19% | – | – | – | 18.64% |
2025 | – | – | – | – | – | – | – | – | – | 0.45% | -1.09% | -0.33% | -0.97% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2025 | Mar_2026 | May_2026 | 12.69% | 6 mo |
| Sep_2026 | Sep_2026 | Ongoing | 1.19% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
18.72%
Downside deviation
14.93%