Know Your PMS · Monthly tearsheet
EMKAY CLASSIC
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 Jul_202316 months filed
CAGR
18.60%
Total return
25.54%
Max drawdown
-7.04%
Sharpe
1.48
Sortino
2.05
Calmar
2.64
Win months
68.75%
Best / worst month
9.6% / -4.0%
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 | -3.24% | 0.75% | 0.45% | – | 3.36% | 4.74% | 3.40% | – | – | – | – | – | 9.62% |
2022 | – | – | 2.89% | -0.71% | -4.01% | -2.46% | 9.55% | 4.37% | 0.61% | 3.99% | 1.26% | -1.15% | 14.53% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2022 | Jun_2022 | Jul_2022 | 7.04% | 3 mo |
| Dec_2022 | Jan_2023 | May_2023 | 4.35% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
11.67%
Downside deviation
9.09%