Strength
Growth without a gut punch
+19.70% annualised with a -15.52% max drawdown. Equity PMS rarely delivers both at once on the same track.
Wright Factor Fund- NRI Performance
EQUITYBSE 500
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Wryght Research And Capital Private Limited
Age: 34 months
Trailing return from filed months
- 1Y
- 19.13%
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- 19.70%
- Max DD
- -15.52%
- Calmar
- 1.27
- Track
- 34 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Read of the numbers
Reported metrics only · not advice
Watch
Calendar year luck is real
Best year hit +39.9%. Worst calendar year was -3.2%. A +43% gap means the year you enter can dominate how the track feels.
Strength
Return covers the worst drop
Calmar of 1.27 means annualised return more than clears the deepest peak-to-trough on this track.
Watch
Often below a prior high
Roughly 62% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
Total Return
66.44%
Annualised Return
19.70%
Hit Rate
61.76%
Maximum Drawdown
-15.52%
Annualised Volatility
19.16%
Sharpe Ratio
1.04
Sortino Ratio
1.18
Consistency Score
61.8%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 39.89%
- Worst Year Return P
- -3.22%
- Median Annual Return P
- 10.99%
- Average Monthly Return P
- 1.65%
- Geometric Mean Return P
- 1.51%
- Average Drawdown P
- -3.40%
- Median Drawdown P
- -1.87%
- Max Drawdown Duration P
- 18 mo
- Average Drawdown Duration P
- 5 mo
- Time to Recovery P
- 18 mo
- Return / Max Drawdown P
- 1.27
- Return / Avg Drawdown P
- 5.80
- Ulcer Index P
- 5.42%
- Positive Rolling Periods % P
- 58.82%
- Return Stability Score P
- 18.08
- Return Persistence P
- -0.11
- Worst Rolling 12M Return P
- -6.58%
- Best Rolling 12M Return P
- 45.31%
- Maximum Monthly Loss P
- -10.03%
- Worst 3-Month Period P
- -13.69%
- Worst 6-Month Period P
- -12.78%
- Return Smoothness Index P
- 12.21
- Pain Adjusted Return P
- 5.80%
- Worst Case Investor Entry P
- -6.58%
- Capital Preservation Score P
- 84.48%
- Aggressiveness Score P
- 5.53%
- Recovery Efficiency P
- 0.85
- Downside Volatility R
- 10.36%
- Upside Volatility R
- 13.91%
- Time in Drawdown % R
- 61.76%
- VaR 95% R
- -7.44%
- VaR 99% R
- -11.21%
- CVaR 95% R
- -9.19%
- CVaR 99% R
- -11.21%
- Semi Variance R
- 0.0009
- Volatility of Drawdowns R
- 4.28%
- CAGR per Unit Drawdown R
- 1.27
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -3.22%
- Return Skewness C
- 0.26
- Return Kurtosis C
- 0.33
- Coefficient of Variation C
- 3.34
- Calmar Ratio C
- 1.27
- Sterling Ratio C
- 1.27
- Burke Ratio C
- 1.20
Filings
Month-end SEBI filings. Missing months stay blank.
Wright Factor Fund- NRI performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Wright Factor Fund- NRI performed?
- Wright Factor Fund- NRI (Wryght Research And Capital Private Limited) shows CAGR 19.70% and max drawdown -15.52% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is Wright Factor Fund- NRI CAGR / max drawdown?
- CAGR is 19.70%; max drawdown is -15.52%. We only publish CAGR when there are enough months (≥12 on this track of 34 months). Learn more
- Where do Wright Factor Fund- NRI returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite Wright Factor Fund- NRI?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more