Know Your PMS · Monthly tearsheet
TRUFFLE INVESTMENT 2
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_202316 months filed
CAGR
21.53%
Total return
29.69%
Max drawdown
-11.72%
Sharpe
1.14
Sortino
1.84
Calmar
1.84
Win months
50.00%
Best / worst month
10.5% / -5.8%
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 | -5.77% | -2.25% | -2.71% | 7.04% | 2.54% | 2.14% | 10.51% | – | – | – | – | – | 11.02% |
2022 | – | -5.06% | 5.24% | -0.47% | -4.06% | -1.13% | 7.41% | 8.99% | – | – | 7.38% | -1.49% | 16.81% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | Jul_2023 | 11.72% | 7 mo |
| Feb_2022 | Jun_2022 | Jul_2022 | 5.67% | 5 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
17.96%
Downside deviation
11.72%