Know Your PMS · Monthly tearsheet
TRUFFLE INVESTMENT 6
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_202318 months filed
CAGR
18.94%
Total return
29.72%
Max drawdown
-10.90%
Sharpe
1.03
Sortino
1.25
Calmar
1.74
Win months
61.11%
Best / worst month
9.8% / -8.0%
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 | -2.26% | -2.90% | -3.65% | 9.43% | 4.58% | 6.37% | 9.85% | – | – | – | – | – | 22.28% |
2022 | – | -7.95% | 0.78% | 2.05% | -5.88% | 1.70% | 9.52% | 4.28% | -2.05% | 1.14% | 5.71% | -2.12% | 6.08% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | May_2022 | Aug_2022 | 10.90% | 6 mo |
| Dec_2022 | Mar_2023 | May_2023 | 10.50% | 5 mo |
| Sep_2022 | Sep_2022 | Nov_2022 | 2.05% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
18.00%
Downside deviation
15.12%