Know Your PMS · Monthly tearsheet
WAVE Pure Alpha
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_202629 months filedBM: BenchmarkBM: BSE 500 TRIBM: BSE500TRI
CAGR
11.53%
Total return
30.19%
Max drawdown
-11.36%
Sharpe
0.86
Sortino
0.83
Calmar
1.02
Win months
68.97%
Best / worst month
15.4% / -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 | 1.94% | 0.03% | -10.71% | 15.38% | 1.24% | 3.08% | -0.61% | -0.38% | -2.06% | – | – | – | 6.31% |
2025 | 0.75% | -4.50% | 2.00% | 3.93% | 1.29% | 4.59% | 1.07% | 2.14% | 1.28% | 2.49% | -1.37% | -1.29% | 12.73% |
2024 | – | – | – | – | -0.63% | 1.79% | 3.91% | 1.10% | 1.88% | -1.40% | 0.50% | 1.26% | 8.63% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2025 | Mar_2026 | Apr_2026 | 11.36% | 5 mo |
| Feb_2025 | Feb_2025 | Apr_2025 | 4.50% | 2 mo |
| Jul_2026 | Sep_2026 | Ongoing | 3.03% | 3 mo · open |
| Oct_2024 | Oct_2024 | Dec_2024 | 1.40% | 2 mo |
| May_2024 | May_2024 | Jun_2024 | 0.63% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
3 mo
Ann. volatility
13.64%
Downside deviation
13.93%