Know Your PMS · Monthly tearsheet
LIGHTHOUSE 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_202313 months filed
CAGR
-0.01%
Total return
-0.01%
Max drawdown
-12.74%
Sharpe
0.05
Sortino
-0.00
Calmar
-0.00
Win months
53.85%
Best / worst month
4.4% / -4.7%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -4.53% | -1.92% | -1.13% | 4.34% | 4.26% | 4.36% | 2.19% | -2.32% | 1.12% | – | – | – | 6.09% |
2022 | – | – | – | – | – | – | – | – | -3.83% | 1.10% | 1.69% | -4.67% | -5.75% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2022 | Mar_2023 | Jul_2023 | 12.74% | 10 mo |
| Aug_2023 | Aug_2023 | Ongoing | 2.32% | 2 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
11.10%
Downside deviation
11.61%