Know Your PMS · Monthly tearsheet
CARNELIAN CAPITAL COMPOUNDER STRATEGY
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 Sep_202330 months filed
CAGR
17.84%
Total return
50.74%
Max drawdown
-20.11%
Sharpe
1.19
Sortino
1.44
Calmar
0.89
Win months
60.00%
Best / worst month
8.9% / -7.1%
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 | -2.16% | -3.22% | -1.15% | 4.46% | 6.97% | 5.72% | 4.87% | 1.92% | 3.87% | – | – | – | 22.76% |
2022 | -5.07% | -7.06% | 1.08% | -0.72% | -4.21% | -5.80% | 8.95% | 5.52% | -0.54% | 3.16% | 2.29% | -2.28% | -5.80% |
2021 | – | – | – | 0.18% | 8.50% | 4.85% | 3.29% | 4.43% | 5.20% | -0.87% | -1.82% | 3.57% | 30.36% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2022 | Jun_2022 | Jun_2023 | 20.11% | 17 mo |
| Oct_2021 | Nov_2021 | Dec_2021 | 2.67% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
4 mo
Ann. volatility
14.50%
Downside deviation
12.38%