STRUCTURED PRODUCT SERIES I

Bay Capital Investment Advisors Pvt. Ltd. · Equity · measured against BSE 500 TRI (declared benchmark: Nifty 50 TRI)

AUM

0 cr

CAGR (full)

2.5%

Sharpe (full)

-3.17

Sharpe (bull ≤Sep-24)

-2.48

Sharpe (flat Oct-24→)

-3.85

Max drawdown

0.0%

Since inception (APMI)

-150.4%

Months of data

Equity curve

Drawdown

Fiscal-year record

FY	Return	Sharpe	Active vs BM	IR	TE	months
FY24	3.0%	-2.44	-31.8%	-3.06	10.4%	12
FY25	2.2%	-3.33	-4.9%	-0.31	15.9%	12
FY26	2.5%	-3.26	4.6%	0.30	15.3%	12
FY27*	0.6%	-3.95	-40.6%	-2.46	16.5%	4

Return is the TOTAL return over the months covered — never annualized (FY27* is year-to-date; a * row covers only part of the year). Active/IR are measured against BSE 500 TRI (equity funds all use BSE 500 TRI uniformly — self-declared benchmarks are often softer); Sharpe remains the primary metric.

Monthly returns (%)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023				+0.0	+0.0	+0.7	+0.0	+0.0	+0.7	+0.0	+0.0	+0.7	+2.2
2024	+0.0	+0.0	+0.7	+0.0	+0.0	+0.7	+0.0	+0.0	+0.7	+0.0	+0.0	+0.0	+2.2
2025	+0.0	+0.0	+0.7	+0.0	+0.0	+0.7	+0.0	+0.0	+0.6	+0.0	+0.0	+0.6	+2.7
2026	+0.0	+0.0	+0.6	+0.0	+0.0	+0.6	+0.0						+1.2

Rolling 12-month active return

AUM & estimated net flows

Monthly net flow estimate: AUM_t − AUM_(t−1)·(1+r_t). Positive = net inflows, ₹cr.

Source: APMI monthly IA-level disclosures (mandated by SEBI's Dec-2022 benchmarking circular); returns are TWRR net of all fees and expenses per SEBI circular of Feb-13-2020, as reported by each portfolio manager. Benchmark series are the cross-reporter modal consensus of manager-reported benchmark figures. Reporting artifacts (impossible values on dormant months) are nulled, never silently dropped; dead funds remain in every month they existed. History begins Apr-2023 (the APMI disclosure floor). Sharpe uses rf 6%, arithmetic monthly convention. Nothing here is investment advice; past performance does not predict future returns. Generated 2026-08-23 05:09Z · data through Jul 2026 · leaderboard