Know Your PMS · Monthly tearsheet
CNX100
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 Mar_202320 months filed
CAGR
4.24%
Total return
7.16%
Max drawdown
-10.92%
Sharpe
0.35
Sortino
0.37
Calmar
0.39
Win months
50.00%
Best / worst month
9.2% / -5.0%
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 | -3.60% | -2.94% | 0.60% | – | – | – | – | – | – | – | – | – | -5.87% |
2022 | -0.41% | -3.03% | 3.78% | -1.15% | -3.95% | -5.00% | 9.24% | 4.09% | -3.72% | 4.62% | 3.71% | -3.49% | 3.63% |
2021 | – | – | – | – | – | – | – | 8.31% | 2.72% | 0.20% | -3.41% | 2.02% | 9.85% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2021 | Jun_2022 | Aug_2022 | 10.92% | 9 mo |
| Dec_2022 | Feb_2023 | Ongoing | 9.70% | 4 mo · open |
| Sep_2022 | Sep_2022 | Oct_2022 | 3.72% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
3 mo
Ann. volatility
14.27%
Downside deviation
11.52%