Know Your PMS · Monthly tearsheet
EMKAY PURE I
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
5.08%
Total return
5.96%
Max drawdown
-10.12%
Sharpe
0.43
Sortino
0.45
Calmar
0.50
Win months
57.14%
Best / worst month
9.2% / -4.7%
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 | -2.19% | -3.59% | 0.69% | – | 2.70% | – | – | – | – | – | – | – | -2.49% |
2022 | – | – | 3.09% | -1.74% | -4.74% | -3.98% | 9.18% | 2.44% | 0.58% | 4.76% | 1.97% | -2.41% | 8.66% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2022 | Jun_2022 | Aug_2022 | 10.12% | 4 mo |
| Dec_2022 | Feb_2023 | Ongoing | 7.97% | 5 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
12.96%
Downside deviation
11.39%