Know Your PMS · Monthly tearsheet
ALLEGRO SIGNATURE Long Term Capital Appreciation throug
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_20269 months filedBM: Nifty 50 TRIBM: NIFTY50TRI
CAGR
Needs 12 months
Total return
-1.72%
Max drawdown
-3.09%
Sharpe
Needs 12 months
Sortino
Needs 12 months
Calmar
Needs 12 months
Win months
55.56%
Best / worst month
1.2% / -2.8%
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 | -1.15% | 1.05% | -1.08% | 1.19% | 0.04% | 0.20% | 1.19% | -0.34% | -2.76% | – | – | – | -1.72% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Aug_2026 | Sep_2026 | Ongoing | 3.09% | 2 mo · open |
| Jan_2026 | Mar_2026 | May_2026 | 1.19% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
4.30%
Downside deviation
5.54%