Know Your PMS · Monthly tearsheet
I-Sec Multifactor 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_202644 months filedBM: NIFTY50TRIBM: Benchmark
CAGR
10.48%
Total return
44.11%
Max drawdown
-22.17%
Sharpe
0.75
Sortino
0.64
Calmar
0.47
Win months
61.36%
Best / worst month
9.4% / -12.0%
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 | -2.40% | 1.03% | -11.99% | 9.43% | 0.06% | -0.56% | 1.62% | -0.81% | -5.81% | – | – | – | -10.29% |
2025 | -4.32% | -8.12% | 4.27% | 3.96% | 3.04% | 3.14% | -3.47% | -0.62% | 0.48% | 4.41% | 1.43% | -0.40% | 2.97% |
2024 | 3.49% | 2.56% | – | 3.20% | 3.25% | 4.59% | 5.57% | 1.22% | 1.78% | -7.99% | -1.10% | -2.71% | 13.90% |
2023 | 0.00% | -2.44% | 0.43% | 4.37% | 5.03% | 3.75% | 3.89% | -0.38% | 2.95% | -0.54% | 7.43% | 7.97% | 36.97% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 22.17% | 24 mo · open |
| Feb_2023 | Feb_2023 | Apr_2023 | 2.44% | 2 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 0.54% | 1 mo |
| Aug_2023 | Aug_2023 | Sep_2023 | 0.38% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
10 mo
Longest loss streak
5 mo
Ann. volatility
14.65%
Downside deviation
16.44%