Know Your PMS · Monthly tearsheet
OPTIMA 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_202313 months filed
CAGR
23.87%
Total return
26.10%
Max drawdown
-6.44%
Sharpe
1.82
Sortino
3.00
Calmar
3.71
Win months
69.23%
Best / worst month
9.2% / -3.4%
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 | -3.41% | 0.87% | -2.18% | 5.09% | 9.21% | 4.73% | 4.03% | 3.27% | 1.22% | – | – | – | 24.57% |
2022 | – | – | – | – | – | – | – | – | -1.18% | 2.98% | 1.33% | -1.83% | 1.23% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | May_2023 | 6.44% | 5 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 1.18% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
2 mo
Ann. volatility
11.74%
Downside deviation
7.96%