Know Your PMS · Monthly tearsheet
Innovation Portfolio NR
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_202659 months filedBM: S and P BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
10.95%
Total return
66.71%
Max drawdown
-22.96%
Sharpe
0.76
Sortino
0.80
Calmar
0.48
Win months
57.63%
Best / worst month
11.8% / -10.8%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -5.06% | -1.54% | -10.80% | 11.78% | -0.08% | – | – | – | – | – | – | – | -6.87% |
2025 | -5.83% | -8.23% | 7.13% | 1.31% | 6.45% | 4.72% | -3.77% | -2.03% | -3.32% | 4.83% | -0.36% | -1.60% | -2.05% |
2024 | 0.62% | 0.78% | 3.06% | 1.49% | -0.75% | 8.82% | 4.70% | 3.89% | 3.09% | -3.66% | -1.47% | -0.63% | 21.17% |
2023 | -2.98% | 0.26% | 0.10% | 3.35% | 5.39% | 5.34% | 2.76% | 1.63% | 2.06% | -0.40% | 6.35% | 4.76% | 32.14% |
2022 | -1.59% | -5.23% | 2.68% | -0.59% | -3.19% | -4.29% | 10.05% | 5.15% | -2.76% | 3.41% | 3.21% | -3.79% | 1.92% |
2021 | – | – | – | – | – | – | 2.80% | 5.33% | 3.59% | 0.29% | -2.59% | 2.21% | 12.00% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 22.96% | 20 mo · open |
| Nov_2021 | Jun_2022 | Aug_2022 | 12.18% | 9 mo |
| Dec_2022 | Jan_2023 | May_2023 | 6.66% | 5 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 2.76% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 0.75% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
5 mo
Ann. volatility
15.02%
Downside deviation
13.71%