Know Your PMS · Monthly tearsheet
Innovation 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 May_202662 months filedBM: S and P BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
13.28%
Total return
90.45%
Max drawdown
-21.14%
Sharpe
0.92
Sortino
0.98
Calmar
0.63
Win months
61.29%
Best / worst month
11.8% / -10.6%
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 | -5.08% | -1.35% | -10.63% | 11.81% | 0.03% | – | – | – | – | – | – | – | -6.40% |
2025 | -5.90% | -7.89% | 7.18% | 1.42% | 6.53% | 4.80% | -3.66% | -1.89% | -3.14% | 4.90% | -0.28% | -1.44% | -0.71% |
2024 | 0.82% | 0.92% | 3.05% | 1.65% | -0.51% | 8.58% | 4.72% | 3.84% | 3.09% | -3.27% | -1.33% | -0.56% | 22.50% |
2023 | -2.83% | 0.42% | 0.21% | 3.49% | 5.54% | 5.40% | 3.04% | 1.65% | 2.10% | -0.20% | 6.37% | 4.72% | 33.83% |
2022 | -1.29% | -5.23% | 2.17% | -0.43% | -3.17% | -4.03% | 9.96% | 5.36% | -2.39% | 3.51% | 3.43% | -3.54% | 3.28% |
2021 | – | 6.79% | 0.74% | 0.14% | – | – | 2.91% | 5.29% | 3.84% | 0.16% | -2.47% | 2.23% | 21.05% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 21.14% | 20 mo · open |
| Nov_2021 | Jun_2022 | Aug_2022 | 11.82% | 9 mo |
| Dec_2022 | Jan_2023 | May_2023 | 6.27% | 5 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 2.39% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 0.51% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
5 mo
Ann. volatility
14.69%
Downside deviation
13.56%