Know Your PMS · Monthly tearsheet
PMS LARGE CAP
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 Dec_202330 months filed
CAGR
8.63%
Total return
22.99%
Max drawdown
-13.07%
Sharpe
0.71
Sortino
1.00
Calmar
0.66
Win months
43.33%
Best / worst month
10.1% / -7.3%
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 | -1.89% | -1.17% | 2.67% | 3.70% | 6.32% | 2.21% | 10.12% | -2.10% | -1.00% | -3.91% | 3.74% | 2.15% | 21.92% |
2022 | 2.43% | -1.53% | -0.07% | -1.29% | -7.32% | -3.43% | 8.12% | 0.62% | 0.98% | -1.51% | -1.19% | -2.30% | -6.99% |
2021 | – | – | – | – | – | – | -0.08% | 6.27% | -0.61% | 3.20% | -0.20% | -0.22% | 8.46% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | Jun_2022 | Jun_2023 | 13.07% | 16 mo |
| Aug_2023 | Oct_2023 | Ongoing | 6.87% | 5 mo · open |
| Sep_2021 | Sep_2021 | Oct_2021 | 0.61% | 1 mo |
| Nov_2021 | Dec_2021 | Jan_2022 | 0.42% | 2 mo |
| Jul_2021 | Jul_2021 | Aug_2021 | 0.08% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
5 mo
Ann. volatility
12.60%
Downside deviation
8.59%