jQuery Grid Plugin - jqGrid

I have a grid and sorted by mutiple columns.

For example, the column sequence are

(Student Id, Student Name, Gender, DOB, Status)

Now, the user click the column headers as follow sequence for sorting

(Gender ASC -> DOB DESC -> Student Name ASC)

However, the grid actual sort sequence is followed the column sequnce, say it first sort Student Name, then Gender, then DOB.

Is there any way to maintain the sequence as user clicked for sorting?? Thanks!