Know Your PMS · Monthly tearsheet
Wright Factor Fund- NRI
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_202634 months filedBM: BSE500TRIBM: BenchmarkBM: S and P BSE 500 Total Return Index
CAGR
19.70%
Total return
66.44%
Max drawdown
-15.52%
Sharpe
1.04
Sortino
1.18
Calmar
1.27
Win months
61.76%
Best / worst month
14.3% / -10.0%
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 | -3.56% | 3.78% | -8.34% | 13.44% | 4.47% | 0.80% | -4.47% | 10.82% | – | – | – | – | 16.02% |
2025 | -10.03% | -5.96% | 5.57% | -0.85% | 5.88% | 0.96% | 2.66% | -3.02% | -0.73% | 5.31% | 1.21% | -2.95% | -3.22% |
2024 | 14.28% | 1.43% | -3.28% | 5.07% | -0.09% | 9.55% | 1.85% | 3.34% | 3.25% | -3.14% | 1.05% | 2.01% | 39.89% |
2023 | – | – | – | – | – | – | – | – | – | – | 0.00% | 5.96% | 5.96% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Apr_2026 | 15.52% | 18 mo |
| Jul_2026 | Jul_2026 | Aug_2026 | 4.47% | 1 mo |
| Mar_2024 | Mar_2024 | Apr_2024 | 3.28% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 0.09% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
18.88%
Downside deviation
16.67%