Know Your PMS · Monthly tearsheet
CARNELIAN BESPOKE PORTFOLIO
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_202324 months filed
CAGR
34.44%
Total return
80.75%
Max drawdown
-14.68%
Sharpe
1.52
Sortino
2.25
Calmar
2.35
Win months
58.33%
Best / worst month
17.3% / -8.6%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -0.99% | -0.29% | -0.32% | 8.72% | 7.76% | 8.69% | 5.34% | 1.12% | 2.37% | – | – | – | 36.64% |
2022 | -2.32% | -6.98% | 2.08% | 7.30% | -8.58% | -6.23% | 7.84% | 7.84% | -2.33% | 2.96% | 5.25% | -1.48% | 3.46% |
2021 | – | – | – | – | – | – | – | – | – | 0.00% | 17.27% | 9.03% | 27.86% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2022 | Jun_2022 | Nov_2022 | 14.68% | 10 mo |
| Dec_2022 | Mar_2023 | Apr_2023 | 3.05% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
4 mo
Ann. volatility
20.59%
Downside deviation
15.29%