Know Your PMS · Monthly tearsheet
ArthAlpha Machine Learning Equity Quant
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_202623 months filedBM: BenchmarkBM: BSE500TRIBM: S and P BSE 500 Total Return Index
CAGR
6.55%
Total return
12.94%
Max drawdown
-16.50%
Sharpe
0.42
Sortino
0.34
Calmar
0.40
Win months
56.52%
Best / worst month
12.6% / -9.8%
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 | -1.75% | 4.49% | -9.72% | 11.72% | 1.46% | 0.12% | 0.77% | 2.31% | – | – | – | – | 8.44% |
2025 | -7.35% | -9.77% | 12.55% | 4.80% | 5.41% | 5.13% | -3.51% | -2.93% | 1.30% | 3.54% | -2.07% | -0.81% | 4.28% |
2024 | – | – | – | – | – | – | – | – | – | 0.00% | -0.55% | 0.43% | -0.12% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2024 | Feb_2025 | May_2025 | 16.50% | 6 mo |
| Jul_2025 | Mar_2026 | May_2026 | 11.56% | 10 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
18.82%
Downside deviation
19.08%