Know Your PMS · Monthly tearsheet
Adaptive Momentum
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_202636 months filedBM: NIFTY50TRIBM: Nifty Total Return IndexBM: Benchmark
CAGR
7.99%
Total return
25.93%
Max drawdown
-28.79%
Sharpe
0.48
Sortino
0.45
Calmar
0.28
Win months
52.78%
Best / worst month
15.6% / -13.9%
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 | -4.23% | 1.51% | -9.46% | 7.92% | 5.31% | 1.39% | -3.10% | 6.48% | -0.17% | – | – | – | 4.47% |
2025 | -13.89% | -4.42% | 2.70% | -1.84% | 2.28% | 5.20% | -6.31% | -0.66% | -0.87% | 1.00% | 0.76% | 0.93% | -15.40% |
2024 | 13.17% | -3.59% | -0.05% | 3.75% | 1.56% | 5.52% | -0.78% | 2.01% | -0.84% | -6.76% | -1.82% | 5.35% | 17.36% |
2023 | – | – | – | – | – | – | – | – | – | -2.48% | 15.59% | 7.70% | 21.40% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Mar_2026 | Ongoing | 28.79% | 25 mo · open |
| Feb_2024 | Mar_2024 | May_2024 | 3.64% | 3 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.48% | 1 mo |
| Jul_2024 | Jul_2024 | Aug_2024 | 0.78% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
3 mo
Ann. volatility
19.62%
Downside deviation
17.69%