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
Strategy page
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
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
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

StartTroughEndDepthLength
Feb_2022May_2022Aug_202210.90%6 mo
Dec_2022Mar_2023May_202310.50%5 mo
Sep_2022Sep_2022Nov_20222.05%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%