Watch
Often below a prior high
Roughly 79% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
CCP Performance
EQUITYNifty 50
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Marcellus Investment Managers Private Limited
Age: 68 months
Trailing return from filed months
- 1Y
- -0.99%
- 3Y
- 3.59%
- 5Y
- 1.81%
- CAGR
- 6.30%
- Max DD
- -23.39%
- Calmar
- 0.27
- Track
- 68 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
6.35%
Rolling CAGR (5Y)
4.40%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Total Return
51.38%
Annualised Return
6.30%
Hit Rate
57.35%
Maximum Drawdown
-23.39%
Annualised Volatility
16.10%
Sharpe Ratio
0.54
Sortino Ratio
0.40
Consistency Score
58.2%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 29.40%
- Worst Year Return P
- -8.83%
- Median Annual Return P
- 3.94%
- Average Monthly Return P
- 0.73%
- Geometric Mean Return P
- 0.62%
- Average Drawdown P
- -6.70%
- Median Drawdown P
- -5.55%
- Max Drawdown Duration P
- 23 mo
- Average Drawdown Duration P
- 11 mo
- Return / Max Drawdown P
- 0.27
- Return / Avg Drawdown P
- 1.15
- Ulcer Index P
- 8.93%
- Positive Rolling Periods % P
- 52.24%
- Return Stability Score P
- 21.51
- Return Persistence P
- 0.02
- Worst Rolling 12M Return P
- -11.12%
- Best Rolling 12M Return P
- 25.70%
- Maximum Monthly Loss P
- -11.88%
- Worst 3-Month Period P
- -15.56%
- Worst 6-Month Period P
- -18.93%
- Return Smoothness Index P
- 15.27
- Pain Adjusted Return P
- 1.15%
- Worst Case Investor Entry P
- -11.12%
- Capital Preservation Score P
- 76.61%
- Aggressiveness Score P
- 4.65%
- Recovery Efficiency P
- 0.13
- Downside Volatility R
- 9.63%
- Upside Volatility R
- 10.63%
- Time in Drawdown % R
- 79.10%
- VaR 95% R
- -6.92%
- VaR 99% R
- -10.09%
- CVaR 95% R
- -9.42%
- CVaR 99% R
- -11.88%
- Semi Variance R
- 0.0008
- Volatility of Drawdowns R
- 5.87%
- CAGR per Unit Drawdown R
- 0.33
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -8.83%
- Return Skewness C
- 0.09
- Return Kurtosis C
- 0.61
- Coefficient of Variation C
- 6.40
- Calmar Ratio C
- 0.27
- Sterling Ratio C
- 0.33
- Burke Ratio C
- 0.21
Filings
Month-end SEBI filings. Missing months stay blank.
CCP performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has CCP performed?
- CCP (Marcellus Investment Managers Private Limited) shows CAGR 6.30% and max drawdown -23.39% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is CCP CAGR / max drawdown?
- CAGR is 6.30%; max drawdown is -23.39%. We only publish CAGR when there are enough months (≥12 on this track of 68 months). Learn more
- Where do CCP returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite CCP?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more