Know Your PMS · Monthly tearsheet
DVD
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 May_202310 months filed
CAGR
Needs 12 months
Total return
10.30%
Max drawdown
-5.01%
Sharpe
Needs 12 months
Sortino
Needs 12 months
Calmar
Needs 12 months
Win months
50.00%
Best / worst month
6.3% / -3.0%
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 | -3.00% | -0.57% | -0.11% | 2.71% | 6.29% | – | – | – | – | – | – | – | 5.18% |
2022 | – | – | – | – | – | – | – | 2.79% | -1.15% | 3.43% | 1.21% | -1.40% | 4.88% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | May_2023 | 5.01% | 5 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 1.15% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
2 mo
Longest loss streak
4 mo
Ann. volatility
9.17%
Downside deviation
5.50%