Know Your PMS · Monthly tearsheet
WHITE TRUFFLE 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_202318 months filed
CAGR
18.70%
Total return
29.33%
Max drawdown
-11.29%
Sharpe
1.08
Sortino
1.48
Calmar
1.66
Win months
55.56%
Best / worst month
9.9% / -6.1%
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 | -2.21% | -3.12% | -3.79% | 9.41% | 4.29% | 6.33% | 7.47% | – | – | – | – | – | 18.85% |
2022 | – | -6.12% | 3.70% | 2.96% | -5.01% | -0.30% | 9.86% | 4.36% | -2.69% | 1.09% | 4.44% | -2.68% | 8.82% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | May_2023 | 11.29% | 5 mo |
| Feb_2022 | Feb_2022 | Apr_2022 | 6.12% | 2 mo |
| May_2022 | Jun_2022 | Jul_2022 | 5.29% | 2 mo |
| Sep_2022 | Sep_2022 | Nov_2022 | 2.69% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
16.83%
Downside deviation
12.61%