Know Your PMS · Monthly tearsheet
INNOVATION PORTFOLIO STP
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_202640 months filedBM: BSE500TRIBM: S and P BSE 500 TRIBM: Benchmark
CAGR
13.96%
Total return
54.57%
Max drawdown
-21.72%
Sharpe
0.95
Sortino
0.97
Calmar
0.64
Win months
60.00%
Best / worst month
11.7% / -10.7%
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 | -5.17% | -1.43% | -10.73% | 11.70% | -0.07% | – | – | – | – | – | – | – | -6.86% |
2025 | -5.62% | -7.48% | 6.74% | 1.31% | 6.25% | 4.64% | -3.72% | -1.99% | -3.23% | 4.85% | -0.37% | -1.54% | -1.40% |
2024 | 0.72% | 0.83% | 2.13% | 1.32% | -0.53% | 7.91% | 4.61% | 3.78% | 2.96% | -2.96% | -1.35% | -0.62% | 19.95% |
2023 | – | – | – | 2.54% | 4.19% | 4.46% | 2.66% | 1.50% | 1.92% | -0.29% | 5.96% | 4.53% | 30.89% |
2021 | – | – | – | – | 3.57% | 3.50% | – | – | – | – | – | – | 7.19% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 21.72% | 20 mo · open |
| May_2024 | May_2024 | Jun_2024 | 0.53% | 1 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 0.29% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
5 mo
Ann. volatility
14.88%
Downside deviation
14.32%