Know Your PMS · Monthly tearsheet
AlphaGrep Multi-Factor Quant Portfolio
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_202630 months filedBM: S and P BSE 500 Total Return IndexBM: BSE500TRIBM: Benchmark
CAGR
2.55%
Total return
6.50%
Max drawdown
-19.03%
Sharpe
0.24
Sortino
0.14
Calmar
0.13
Win months
60.00%
Best / worst month
8.1% / -11.3%
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 | -1.90% | -0.14% | -11.32% | 8.07% | 1.66% | -2.31% | 2.37% | 0.27% | -6.61% | – | – | – | -10.62% |
2025 | -6.55% | -7.52% | 7.57% | 4.49% | 2.77% | 4.22% | -4.41% | -0.56% | 0.99% | 3.05% | 2.91% | -0.81% | 5.06% |
2024 | – | – | – | 2.50% | 1.94% | 5.80% | 5.66% | 1.91% | 1.69% | -6.81% | -0.74% | 1.29% | 13.41% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 19.03% | 24 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
4 mo
Ann. volatility
15.80%
Downside deviation
18.64%