Know Your PMS · Monthly tearsheet
WILLOW Long Term Value Strategy
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_202668 months filedBM: NIFTY50TRIBM: Nifty 50 TRIBM: Benchmark
CAGR
6.96%
Total return
46.43%
Max drawdown
-19.13%
Sharpe
0.53
Sortino
0.54
Calmar
0.36
Win months
52.94%
Best / worst month
12.3% / -12.0%
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 | -4.38% | 1.52% | -12.01% | 12.10% | -0.49% | 0.07% | 3.48% | 0.58% | -5.13% | – | – | – | -5.85% |
2025 | -4.54% | -5.93% | 4.51% | 4.48% | 3.65% | 3.90% | -3.16% | -0.81% | 0.34% | 2.72% | 1.70% | -0.80% | 5.47% |
2024 | -1.47% | 0.47% | -0.03% | 4.16% | -1.20% | 9.38% | 2.77% | 2.21% | 0.84% | -5.82% | -3.02% | -1.40% | 6.26% |
2023 | -4.97% | -1.74% | -0.08% | 5.51% | 4.80% | 6.44% | 3.04% | -1.63% | -1.11% | -1.37% | 5.91% | 6.34% | 22.27% |
2022 | -3.44% | -2.11% | 1.08% | -0.20% | -3.86% | -5.95% | 12.31% | 4.19% | -2.96% | 1.60% | 2.40% | -3.40% | -1.61% |
2021 | – | 1.65% | 0.21% | -1.29% | 6.92% | 2.06% | 1.23% | 7.53% | -0.06% | -1.60% | -2.51% | 0.74% | 15.35% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 19.13% | 24 mo · open |
| Sep_2021 | Jun_2022 | Jun_2023 | 16.73% | 21 mo |
| Aug_2023 | Oct_2023 | Nov_2023 | 4.05% | 3 mo |
| Jan_2024 | Jan_2024 | Apr_2024 | 1.47% | 3 mo |
| Apr_2021 | Apr_2021 | May_2021 | 1.29% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
5 mo
Ann. volatility
14.78%
Downside deviation
12.80%