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
Strategy page
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
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
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

StartTroughEndDepthLength
Nov_2025Mar_2026May_202612.69%6 mo
Sep_2026Sep_2026Ongoing1.19%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%