Know Your PMS · Monthly tearsheet
TRUFFLE INVESTMENT 9
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_202318 months filed
CAGR
20.63%
Total return
32.50%
Max drawdown
-8.86%
Sharpe
1.14
Sortino
1.48
Calmar
2.33
Win months
61.11%
Best / worst month
10.1% / -7.7%
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 | -1.35% | -2.14% | -3.74% | 9.27% | 4.47% | 6.77% | 10.06% | – | – | – | – | – | 24.66% |
2022 | – | -7.71% | 1.65% | 2.25% | -4.99% | 0.24% | 9.13% | 5.35% | -2.32% | 1.27% | 4.21% | -1.83% | 6.29% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | May_2022 | Aug_2022 | 8.86% | 6 mo |
| Dec_2022 | Mar_2023 | May_2023 | 8.77% | 5 mo |
| Sep_2022 | Sep_2022 | Nov_2022 | 2.32% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
4 mo
Ann. volatility
17.39%
Downside deviation
13.95%