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
Strategy page
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
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
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

StartTroughEndDepthLength
Jan_2022Jun_2022Nov_202216.46%10 mo
Dec_2022Mar_2023Apr_20236.15%4 mo
Oct_2021Oct_2021Dec_20213.86%2 mo
Aug_2021Aug_2021Sep_20211.62%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%