Watch
Often below a prior high
Roughly 70% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
MQP Performance
EQUITYBSE 500
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Marcellus Investment Managers Private Limited
Age: 47 months
Trailing return from filed months
- 1Y
- -1.55%
- 3Y
- 9.12%
- 5Y
- Needs 60 months
- CAGR
- 10.76%
- Max DD
- -18.80%
- Calmar
- 0.57
- Track
- 47 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
14.05%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Total Return
57.40%
Annualised Return
10.76%
Hit Rate
57.45%
Maximum Drawdown
-18.80%
Annualised Volatility
14.95%
Sharpe Ratio
0.87
Sortino Ratio
0.75
Consistency Score
58.7%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 29.88%
- Worst Year Return P
- -3.62%
- Median Annual Return P
- 1.62%
- Average Monthly Return P
- 1.08%
- Geometric Mean Return P
- 0.99%
- Average Drawdown P
- -4.14%
- Median Drawdown P
- -2.99%
- Max Drawdown Duration P
- 23 mo
- Average Drawdown Duration P
- 8 mo
- Return / Max Drawdown P
- 0.57
- Return / Avg Drawdown P
- 3.04
- Ulcer Index P
- 6.17%
- Positive Rolling Periods % P
- 63.04%
- Return Stability Score P
- 23.18
- Return Persistence P
- 0.19
- Worst Rolling 12M Return P
- -8.17%
- Best Rolling 12M Return P
- 40.86%
- Maximum Monthly Loss P
- -10.82%
- Worst 3-Month Period P
- -15.18%
- Worst 6-Month Period P
- -16.55%
- Return Smoothness Index P
- 18.00
- Pain Adjusted Return P
- 3.04%
- Worst Case Investor Entry P
- -8.17%
- Capital Preservation Score P
- 81.20%
- Aggressiveness Score P
- 4.31%
- Recovery Efficiency P
- 0.29
- Downside Volatility R
- 9.90%
- Upside Volatility R
- 9.68%
- Time in Drawdown % R
- 69.57%
- VaR 95% R
- -6.01%
- VaR 99% R
- -8.95%
- CVaR 95% R
- -9.86%
- CVaR 99% R
- -10.82%
- Semi Variance R
- 0.0008
- Volatility of Drawdowns R
- 4.57%
- CAGR per Unit Drawdown R
- 0.67
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -3.62%
- Return Skewness C
- -0.28
- Return Kurtosis C
- 0.54
- Coefficient of Variation C
- 3.99
- Calmar Ratio C
- 0.57
- Sterling Ratio C
- 0.67
- Burke Ratio C
- 0.51
Filings
Month-end SEBI filings. Missing months stay blank.
MQP performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has MQP performed?
- MQP (Marcellus Investment Managers Private Limited) shows CAGR 10.76% and max drawdown -18.80% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is MQP CAGR / max drawdown?
- CAGR is 10.76%; max drawdown is -18.80%. We only publish CAGR when there are enough months (≥12 on this track of 47 months). Learn more
- Where do MQP returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite MQP?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more