Know Your PMS · Monthly tearsheet
Wright Factor Fund
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_202639 months filedBM: BenchmarkBM: S and P BSE 500 Total Return IndexBM: BSE500TRI
CAGR
18.21%
Total return
72.23%
Max drawdown
-22.86%
Sharpe
0.92
Sortino
0.89
Calmar
0.80
Win months
58.97%
Best / worst month
13.7% / -15.0%
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 | -3.10% | 2.64% | -9.34% | 13.26% | 3.45% | 1.66% | -4.15% | 10.96% | – | – | – | – | 14.23% |
2025 | -15.00% | -8.14% | 2.60% | -0.68% | 5.50% | 1.00% | 2.69% | -2.99% | -1.26% | 5.98% | 1.28% | -3.40% | -13.53% |
2024 | 13.66% | 0.95% | -1.43% | 7.36% | -0.86% | 9.00% | 2.37% | 0.57% | 2.69% | -4.03% | 0.77% | 2.30% | 37.24% |
2023 | – | – | – | – | 0.00% | 0.00% | 0.00% | – | 8.38% | -1.47% | 8.18% | 9.98% | 27.05% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 22.86% | 23 mo · open |
| Oct_2023 | Oct_2023 | Nov_2023 | 1.47% | 1 mo |
| Mar_2024 | Mar_2024 | Apr_2024 | 1.43% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 0.86% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
20.24%
Downside deviation
20.36%