Know Your PMS · Monthly tearsheet
DPMS ORION 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 Aug_202667 months filedBM: CRISIL Aggressive Credit Debt Term Index Scient PMBM: CRISILAggressiveCreditDebtTermIndexScienBM: BenchmarkBM: CRISILAggressiveCreditDebtTermIndexScientPM
CAGR
-4.54%
Total return
-22.83%
Max drawdown
-44.95%
Sharpe
-0.13
Sortino
-0.18
Calmar
-0.10
Win months
53.73%
Best / worst month
20.1% / -30.6%
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 | -0.12% | -0.05% | -0.06% | -0.06% | -0.12% | -0.08% | -0.03% | -0.03% | – | – | – | – | -0.55% |
2025 | 0.03% | 0.00% | 0.01% | 2.70% | -0.05% | -0.05% | -0.10% | 0.15% | -0.06% | -0.28% | -0.06% | -0.40% | 1.87% |
2024 | 6.01% | -18.01% | -0.18% | -0.10% | -0.09% | -0.02% | -16.78% | -0.01% | 20.15% | -0.02% | -0.02% | -0.02% | -13.49% |
2023 | 0.25% | 1.74% | 3.38% | -30.58% | -0.59% | 2.06% | 3.74% | -0.05% | 0.49% | 0.02% | -1.64% | 5.84% | -19.43% |
2022 | 0.06% | 0.69% | 1.22% | 0.04% | 0.64% | 0.80% | 0.81% | 0.38% | 0.30% | 0.48% | 0.61% | 0.05% | 6.24% |
2021 | – | 0.32% | -0.93% | 0.42% | 0.31% | 0.12% | 0.44% | 0.31% | 0.11% | 0.33% | 0.89% | 0.51% | 2.86% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2023 | Aug_2024 | Ongoing | 44.95% | 41 mo · open |
| Mar_2021 | Mar_2021 | Jul_2021 | 0.93% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
24 mo
Longest loss streak
12 mo
Ann. volatility
19.23%
Downside deviation
24.86%