Know Your PMS · Monthly tearsheet
JEWEL2
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 Jul_202317 months filed
CAGR
39.09%
Total return
59.60%
Max drawdown
-12.13%
Sharpe
1.65
Sortino
2.47
Calmar
3.22
Win months
70.59%
Best / worst month
17.5% / -7.0%
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 | 0.83% | 1.55% | -0.86% | 7.48% | 4.42% | 17.51% | 11.84% | – | – | – | – | – | 49.73% |
2022 | – | – | 8.00% | 1.18% | -7.04% | -5.48% | 5.82% | 4.58% | -0.25% | 2.02% | 3.61% | -4.86% | 6.59% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| May_2022 | Jun_2022 | Nov_2022 | 12.13% | 6 mo |
| Dec_2022 | Dec_2022 | Apr_2023 | 4.86% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
20.88%
Downside deviation
15.80%