Know Your PMS · Monthly tearsheet
CARNELIAN SHIFT STRATEGY
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_202330 months filed
CAGR
38.14%
Total return
124.26%
Max drawdown
-16.46%
Sharpe
1.74
Sortino
2.60
Calmar
2.32
Win months
66.67%
Best / worst month
13.8% / -7.5%
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 | -0.46% | 0.68% | -2.55% | 9.18% | 11.41% | 7.41% | 7.33% | 4.91% | 1.07% | – | – | – | 45.21% |
2022 | -7.54% | -6.38% | 5.51% | 0.23% | -4.83% | -4.11% | 7.65% | 7.12% | -1.59% | 1.82% | 4.33% | -3.90% | -3.22% |
2021 | – | – | – | 9.06% | 13.85% | 10.61% | 5.05% | -1.62% | 6.20% | -3.86% | 2.18% | 7.77% | 59.58% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2022 | Jun_2022 | Nov_2022 | 16.46% | 10 mo |
| Dec_2022 | Mar_2023 | Apr_2023 | 6.15% | 4 mo |
| Oct_2021 | Oct_2021 | Dec_2021 | 3.86% | 2 mo |
| Aug_2021 | Aug_2021 | Sep_2021 | 1.62% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
2 mo
Ann. volatility
19.56%
Downside deviation
14.69%