Know Your PMS · Monthly tearsheet
EMKAY LEAD 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 Dec_202319 months filed
CAGR
4.04%
Total return
6.48%
Max drawdown
-13.87%
Sharpe
0.32
Sortino
0.30
Calmar
0.29
Win months
47.37%
Best / worst month
10.0% / -6.7%
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 | -4.09% | -4.86% | -0.44% | – | 6.49% | 3.61% | – | 0.23% | – | -2.83% | 6.24% | 4.75% | 8.64% |
2022 | – | – | 2.15% | -1.88% | -4.52% | -6.68% | 10.03% | 5.20% | -3.06% | 2.54% | -0.02% | -4.60% | -1.99% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2022 | Mar_2023 | Dec_2023 | 13.87% | 12 mo |
| Apr_2022 | Jun_2022 | Aug_2022 | 12.57% | 4 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
5 mo
Ann. volatility
15.88%
Downside deviation
13.31%