Know Your PMS · Monthly tearsheet
CARNELIAN SHIFT 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_202667 months filedBM: S and P BSE 500 Total Return IndexBM: BenchmarkBM: BSE500TRI
CAGR
27.94%
Total return
295.82%
Max drawdown
-21.06%
Sharpe
1.31
Sortino
1.56
Calmar
1.33
Win months
64.18%
Best / worst month
15.3% / -13.7%
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 | -6.74% | 1.22% | -10.69% | 15.28% | 5.07% | 5.27% | 0.58% | 4.38% | -4.40% | – | – | – | 7.89% |
2025 | -6.77% | -13.70% | 8.91% | -2.43% | 9.33% | 4.90% | -1.06% | -2.88% | 1.03% | 2.21% | 1.07% | -1.88% | -3.51% |
2024 | 4.94% | -1.03% | -1.48% | 8.46% | -4.49% | 11.55% | 6.51% | 6.18% | 1.39% | -1.52% | 5.36% | -1.89% | 38.01% |
2023 | -0.46% | 0.68% | -2.55% | 9.18% | 11.41% | 7.41% | 7.33% | 4.91% | 1.07% | 0.30% | 10.15% | 3.24% | 65.63% |
2022 | -7.54% | -6.38% | 5.51% | 0.23% | -4.83% | -4.11% | 7.65% | 7.12% | -1.59% | 1.82% | 4.33% | -3.90% | -3.22% |
2021 | – | 7.96% | 4.80% | 9.06% | 13.85% | 10.61% | – | -1.62% | 6.20% | -3.86% | 2.18% | 7.77% | 71.88% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2024 | Feb_2025 | Jun_2026 | 21.06% | 18 mo |
| Jan_2022 | Jun_2022 | Nov_2022 | 16.46% | 10 mo |
| Dec_2022 | Mar_2023 | Apr_2023 | 6.15% | 4 mo |
| May_2024 | May_2024 | Jun_2024 | 4.49% | 1 mo |
| Sep_2026 | Sep_2026 | Ongoing | 4.40% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
10 mo
Longest loss streak
3 mo
Ann. volatility
20.51%
Downside deviation
17.90%