Know Your PMS · Monthly tearsheet
DIIPL- DB India Alpha Factor Equities
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_202629 months filedBM: Nifty 50 TRIBM: NIFTY50TRIBM: Benchmark
CAGR
1.98%
Total return
4.84%
Max drawdown
-25.02%
Sharpe
0.20
Sortino
0.08
Calmar
0.08
Win months
62.07%
Best / worst month
9.3% / -13.7%
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 | -3.24% | 1.00% | -11.18% | 9.34% | -0.26% | 0.23% | 1.59% | 3.07% | – | – | – | – | -0.65% |
2025 | -13.67% | -8.52% | 5.84% | -0.12% | 3.81% | 4.81% | -5.11% | -1.13% | 1.21% | 5.27% | 2.97% | -1.51% | -7.92% |
2024 | – | – | – | 0.00% | 2.44% | 8.36% | 6.30% | 0.61% | 1.68% | -8.58% | 2.34% | 1.48% | 14.61% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 25.02% | 23 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
2 mo
Ann. volatility
18.55%
Downside deviation
24.45%