Know Your PMS · Monthly tearsheet

TRUFFLE INVESTMENT 8

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
21.64%
Total return
34.16%
Max drawdown
-10.22%
Sharpe
1.14
Sortino
1.40
Calmar
2.12
Win months
61.11%
Best / worst month
11.1% / -8.8%

Monthly returns

Calendar heatmap · filed months only

Strategy Monthly Returns Data table
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
2023
-1.76%-0.99%-3.35%9.63%5.68%5.14%11.07%–––––27.19%
2022
–-8.76%1.36%3.32%-6.04%0.84%9.05%4.76%-2.09%1.65%5.14%-2.54%5.48%

Worst drawdown episodes

Duration in months · month-end marks

StartTroughEndDepthLength
Feb_2022May_2022Aug_202210.22%6 mo
Dec_2022Mar_2023Apr_20238.38%4 mo
Sep_2022Sep_2022Nov_20222.09%2 mo

Consistency (monthly)

Derived from filed monthlies

Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
18.32%
Downside deviation
15.46%