Know Your PMS · Monthly tearsheet
EMKAY CRYSTAL
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 May_202314 months filed
CAGR
11.48%
Total return
13.52%
Max drawdown
-9.03%
Sharpe
0.89
Sortino
1.05
Calmar
1.27
Win months
64.29%
Best / worst month
10.1% / -5.4%
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 | -3.26% | 0.52% | 1.04% | – | 2.52% | – | – | – | – | – | – | – | 0.73% |
2022 | – | – | 3.48% | -0.97% | -5.40% | -2.89% | 10.09% | 3.72% | 0.73% | 3.81% | 1.03% | -0.76% | 12.70% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2022 | Jun_2022 | Jul_2022 | 9.03% | 3 mo |
| Dec_2022 | Jan_2023 | Ongoing | 4.00% | 5 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
12.69%
Downside deviation
10.92%