Know Your PMS · Monthly tearsheet
ALTERNATE INVESTMENTS PORTFOLIO
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 Aug_202326 months filed
CAGR
22.82%
Total return
56.12%
Max drawdown
-8.78%
Sharpe
0.74
Sortino
2.33
Calmar
2.60
Win months
61.54%
Best / worst month
48.7% / -7.2%
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 | -0.55% | -1.92% | 0.47% | 0.60% | -0.59% | 0.58% | 2.50% | 4.85% | – | – | – | – | 5.94% |
2022 | 4.50% | -7.20% | 0.94% | 0.77% | -2.46% | -0.67% | 0.70% | 0.97% | 1.48% | 3.43% | -1.13% | 0.46% | 1.30% |
2021 | – | – | – | – | – | – | -0.59% | 48.72% | 3.09% | -2.52% | -3.02% | 0.96% | 45.47% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2021 | Jun_2022 | Aug_2023 | 8.78% | 22 mo |
| Jul_2021 | Jul_2021 | Aug_2021 | 0.59% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
2 mo
Ann. volatility
33.41%
Downside deviation
9.78%