Know Your PMS · Monthly tearsheet
Motilal Oswal Multifactor Equity Strategy
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_202664 months filedBM: BSE500TRIBM: S and P BSE 500 TRBM: Benchmark
CAGR
11.88%
Total return
81.99%
Max drawdown
-26.18%
Sharpe
0.76
Sortino
0.74
Calmar
0.45
Win months
62.50%
Best / worst month
11.9% / -9.7%
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 | -3.18% | 2.71% | -9.73% | 6.62% | 1.42% | -0.41% | 0.47% | 0.78% | -4.09% | – | – | – | -6.12% |
2025 | -7.87% | -9.50% | 8.39% | 3.22% | 1.39% | 4.59% | -2.96% | -2.48% | 1.06% | 2.46% | 2.16% | 0.83% | -0.15% |
2024 | 10.53% | -0.15% | 1.00% | 3.27% | 1.48% | 5.36% | 8.93% | 1.00% | -3.68% | -6.10% | -2.92% | 0.83% | 19.88% |
2023 | -3.41% | -0.91% | -0.61% | 2.81% | 3.61% | 3.86% | 7.16% | 3.28% | 8.95% | -3.94% | 11.87% | 7.71% | 46.89% |
2022 | -6.16% | -6.41% | 3.36% | -3.16% | -5.01% | -3.34% | 8.47% | 4.35% | -2.30% | -2.97% | 3.83% | -2.26% | -12.11% |
2021 | – | – | – | – | – | 4.44% | 3.08% | 4.10% | 4.93% | 2.44% | 1.27% | 2.83% | 25.45% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Feb_2025 | Ongoing | 26.18% | 25 mo · open |
| Jan_2022 | Jun_2022 | Aug_2023 | 19.29% | 19 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 3.94% | 1 mo |
| Feb_2024 | Feb_2024 | Mar_2024 | 0.15% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
4 mo
Ann. volatility
16.41%
Downside deviation
16.14%