Know Your PMS · Monthly tearsheet
CARNELIAN YnG 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_202321 months filed
CAGR
29.42%
Total return
57.03%
Max drawdown
-5.08%
Sharpe
1.92
Sortino
3.12
Calmar
5.80
Win months
61.90%
Best / worst month
9.0% / -4.2%
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 | 1.32% | -1.62% | 1.72% | 6.57% | 6.46% | 9.03% | 5.04% | -0.53% | 4.72% | – | – | – | 37.23% |
2022 | 0.00% | -1.73% | 4.50% | 1.60% | -2.12% | -3.02% | 7.21% | 5.75% | -4.19% | 3.93% | 6.42% | -3.83% | 14.43% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| May_2022 | Jun_2022 | Jul_2022 | 5.08% | 2 mo |
| Sep_2022 | Sep_2022 | Nov_2022 | 4.19% | 2 mo |
| Dec_2022 | Feb_2023 | Apr_2023 | 4.14% | 4 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 1.73% | 1 mo |
| Aug_2023 | Aug_2023 | Sep_2023 | 0.53% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
2 mo
Ann. volatility
13.71%
Downside deviation
9.42%