Know Your PMS · Monthly tearsheet
EMKAYS12 NRI
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 Oct_202314 months filed
CAGR
7.10%
Total return
8.33%
Max drawdown
-7.42%
Sharpe
0.50
Sortino
0.71
Calmar
0.96
Win months
42.86%
Best / worst month
12.6% / -5.8%
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 | -3.27% | -0.67% | -0.05% | – | 3.26% | 1.91% | – | -0.87% | – | -1.56% | – | – | -1.38% |
2022 | – | – | – | – | – | -5.82% | 12.55% | 5.17% | -2.50% | 3.73% | 1.07% | -3.60% | 9.85% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | Ongoing | 7.42% | 8 mo · open |
| Jun_2022 | Jun_2022 | Jul_2022 | 5.82% | 1 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 2.50% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
2 mo
Longest loss streak
4 mo
Ann. volatility
15.35%
Downside deviation
10.06%