Know Your PMS · Monthly tearsheet
Wright Factor Fund Hedged
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_202638 months filedBM: BenchmarkBM: S and P BSE 500 Total Return IndexBM: BSE500TRI
CAGR
7.94%
Total return
27.38%
Max drawdown
-22.96%
Sharpe
0.56
Sortino
0.43
Calmar
0.35
Win months
44.74%
Best / worst month
11.3% / -13.3%
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 | 0.00% | -0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | – | – | – | – | -0.23% |
2025 | -13.29% | -9.90% | 1.06% | -2.17% | 3.81% | 4.38% | 0.78% | -5.00% | 0.11% | 6.80% | -0.85% | -2.48% | -17.16% |
2024 | 11.33% | -1.45% | -2.58% | 5.79% | -1.47% | 5.75% | 5.99% | 2.69% | 4.75% | -3.50% | 0.79% | 2.55% | 33.98% |
2023 | – | – | – | – | – | 0.00% | 0.00% | – | 4.16% | -2.28% | 7.21% | 5.42% | 15.04% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Apr_2025 | Ongoing | 22.96% | 23 mo · open |
| Feb_2024 | Mar_2024 | Apr_2024 | 3.99% | 2 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.28% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 1.47% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
15.56%
Downside deviation
18.43%