Know Your PMS · Monthly tearsheet
AlphaGen
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_202627 months filed
CAGR
1.21%
Total return
2.75%
Max drawdown
-23.64%
Sharpe
0.16
Sortino
0.06
Calmar
0.05
Win months
62.96%
Best / worst month
12.0% / -11.5%
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 | -3.22% | 1.54% | -8.98% | 12.00% | 3.68% | 1.96% | 1.36% | 0.83% | -5.57% | – | – | – | 2.20% |
2025 | -11.47% | -10.11% | 9.26% | 0.94% | 4.28% | 5.23% | -1.98% | -1.84% | -0.17% | 3.84% | 0.60% | 0.04% | -3.33% |
2024 | – | – | – | – | – | – | 3.91% | 1.74% | 2.51% | -4.99% | -0.73% | 1.74% | 3.99% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Aug_2026 | 23.64% | 22 mo |
| Sep_2026 | Sep_2026 | Ongoing | 5.57% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
17.99%
Downside deviation
21.59%