Strength
Paid well for the ride
Sharpe of 1.46 means return more than paid for the volatility on this sample. Sortino sits at 0.76.
Fixed Income-Medium Term Performance
Dormant · no recent filingsDEBTCrisilcompbon
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Credit Suisse Securities India Private Limited
Age: 61 months
Trailing return from filed months
- 1Y
- 3.84%
- 3Y
- 3.62%
- 5Y
- 6.65%
- CAGR
- 6.49%
- Max DD
- -5.87%
- Calmar
- 1.11
- Track
- 61 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
6.74%
Rolling CAGR (5Y)
6.62%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Strength
Shallow peak-to-trough
Worst drop was -5.9%. Typical drawdowns ran nearer -0.6%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+82.0% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 82%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
37.67%
Annualised Return
6.49%
Hit Rate
81.97%
Maximum Drawdown
-5.87%
Annualised Volatility
4.38%
Sharpe Ratio
1.46
Sortino Ratio
0.76
Consistency Score
82.0%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 14.49%
- Worst Year Return P
- 0.00%
- Median Annual Return P
- 5.92%
- Average Monthly Return P
- 0.53%
- Geometric Mean Return P
- 0.53%
- Average Drawdown P
- -0.63%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 12 mo
- Average Drawdown Duration P
- 3 mo
- Time to Recovery P
- 12 mo
- Return / Max Drawdown P
- 1.11
- Return / Avg Drawdown P
- 10.23
- Ulcer Index P
- 1.59%
- Positive Rolling Periods % P
- 73.77%
- Return Stability Score P
- 79.14
- Return Persistence P
- 0.03
- Worst Rolling 12M Return P
- -0.46%
- Best Rolling 12M Return P
- 16.02%
- Maximum Monthly Loss P
- -5.87%
- Worst 3-Month Period P
- -5.15%
- Worst 6-Month Period P
- -3.97%
- Return Smoothness Index P
- 56.53
- Pain Adjusted Return P
- 10.23%
- Worst Case Investor Entry P
- -0.46%
- Capital Preservation Score P
- 94.13%
- Aggressiveness Score P
- 1.26%
- Recovery Efficiency P
- 1.11
- Downside Volatility R
- 7.92%
- Upside Volatility R
- 3.30%
- Time in Drawdown % R
- 26.23%
- VaR 95% R
- -1.55%
- VaR 99% R
- -2.41%
- CVaR 95% R
- -5.87%
- CVaR 99% R
- -5.87%
- Semi Variance R
- 0.0005
- Volatility of Drawdowns R
- 1.47%
- CAGR per Unit Drawdown R
- 1.11
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 0.00%
- Return Skewness C
- -0.03
- Return Kurtosis C
- 21.10
- Coefficient of Variation C
- 2.37
- Calmar Ratio C
- 1.11
- Sterling Ratio C
- 1.11
- Burke Ratio C
- 1.07
Filings
Month-end SEBI filings. Missing months stay blank.
Fixed Income-Medium Term performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Fixed Income-Medium Term performed?
- Fixed Income-Medium Term (Credit Suisse Securities India Private Limited) shows CAGR 6.49% and max drawdown -5.87% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is Fixed Income-Medium Term CAGR / max drawdown?
- CAGR is 6.49%; max drawdown is -5.87%. We only publish CAGR when there are enough months (≥12 on this track of 61 months). Learn more
- Where do Fixed Income-Medium Term returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite Fixed Income-Medium Term?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more