Know Your PMS · Monthly tearsheet
TRUFFLE INVESTMENT 7
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 Mar_202314 months filed
CAGR
-4.01%
Total return
-4.66%
Max drawdown
-10.89%
Sharpe
-0.17
Sortino
-0.28
Calmar
-0.37
Win months
42.86%
Best / worst month
9.9% / -8.1%
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 | -1.93% | -1.31% | -4.12% | – | – | – | – | – | – | – | – | – | -7.20% |
2022 | – | -8.09% | 1.22% | 2.53% | -4.60% | -2.07% | 9.91% | 4.97% | -3.63% | 1.00% | 5.70% | -2.87% | 2.74% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | Jun_2022 | Aug_2022 | 10.89% | 6 mo |
| Dec_2022 | Mar_2023 | Ongoing | 9.87% | 4 mo · open |
| Sep_2022 | Sep_2022 | Nov_2022 | 3.63% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
2 mo
Longest loss streak
4 mo
Ann. volatility
15.99%
Downside deviation
14.22%