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
Strategy page
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
JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDECYTD
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

StartTroughEndDepthLength
May_2022Jun_2022Jul_20225.08%2 mo
Sep_2022Sep_2022Nov_20224.19%2 mo
Dec_2022Feb_2023Apr_20234.14%4 mo
Feb_2022Feb_2022Mar_20221.73%1 mo
Aug_2023Aug_2023Sep_20230.53%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%