Know Your PMS · Monthly tearsheet
Phillip Signature India
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_202666 months filedBM: BSE500TRIBM: BenchmarkBM: S and P BSE 500
CAGR
11.60%
Total return
82.83%
Max drawdown
-18.66%
Sharpe
0.80
Sortino
0.86
Calmar
0.62
Win months
57.58%
Best / worst month
14.3% / -10.7%
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 | -5.78% | 1.00% | -10.67% | 14.27% | 2.24% | 4.92% | 1.23% | 3.04% | – | – | – | – | 8.69% |
2025 | -6.50% | -7.53% | 5.72% | 1.62% | 8.09% | 2.63% | -1.18% | -1.35% | -1.17% | 3.87% | 0.78% | -2.91% | 0.90% |
2024 | -0.86% | -0.04% | -1.22% | 0.00% | 0.20% | 6.34% | 2.97% | 1.32% | 1.67% | -3.18% | 1.25% | -3.26% | 4.92% |
2023 | -1.20% | -2.47% | -1.89% | 5.10% | 7.15% | 4.93% | 4.67% | 0.99% | -0.56% | -1.99% | 5.10% | 4.27% | 26.12% |
2022 | -0.89% | -6.37% | 4.66% | -2.07% | -5.23% | -3.33% | 10.89% | 5.36% | -2.38% | 0.46% | – | -3.31% | -3.47% |
2021 | – | 7.26% | 0.55% | 2.60% | 5.02% | 1.98% | 3.88% | 4.90% | 3.02% | -0.21% | -3.49% | 1.86% | 30.51% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Jul_2026 | 18.66% | 21 mo |
| Oct_2021 | Jun_2022 | May_2023 | 14.52% | 18 mo |
| Sep_2023 | Oct_2023 | Nov_2023 | 2.54% | 2 mo |
| Jan_2024 | Mar_2024 | Jun_2024 | 2.11% | 5 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
4 mo
Ann. volatility
15.04%
Downside deviation
13.51%