Know Your PMS · Monthly tearsheet
ETHICAL 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_202657 months filedBM: BenchmarkBM: BSE500TRI
CAGR
3.86%
Total return
19.71%
Max drawdown
-28.87%
Sharpe
0.32
Sortino
0.24
Calmar
0.13
Win months
57.89%
Best / worst month
14.4% / -11.0%
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 | -3.23% | -1.52% | -8.84% | 14.41% | 0.10% | 1.45% | 1.18% | 1.73% | -6.78% | – | – | – | -3.15% |
2025 | -4.21% | -10.99% | 3.38% | 3.79% | 5.95% | 1.21% | -3.50% | 0.55% | -1.88% | 2.78% | -1.37% | -1.66% | -6.89% |
2024 | 1.82% | 0.16% | -3.34% | 6.90% | 0.39% | 9.20% | 7.56% | 1.35% | -2.74% | -6.38% | -0.98% | -2.47% | 10.74% |
2023 | -4.58% | 0.37% | -2.32% | 4.08% | 6.14% | 4.37% | 2.32% | 1.99% | 0.66% | -4.16% | 4.40% | 4.76% | 18.77% |
2022 | 0.00% | -3.62% | 4.40% | 1.29% | -5.44% | -5.30% | 6.73% | 5.29% | -0.22% | 0.63% | 1.30% | -3.24% | 0.94% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Mar_2026 | Ongoing | 28.87% | 25 mo · open |
| May_2022 | Jun_2022 | Aug_2022 | 10.45% | 3 mo |
| Dec_2022 | Mar_2023 | Jun_2023 | 9.48% | 6 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 4.16% | 1 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 3.62% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
6 mo
Ann. volatility
15.75%
Downside deviation
15.94%