Strength
Shallow peak-to-trough
Worst drop was -6.1%. Typical drawdowns ran nearer -0.7%. Milder than most equity PMS paths on file.
Investment Approach 1 Performance
Dormant · no recent filingsFiled monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
SYSTEMATIX SHARES AND STOCKS (INDIA) LIMITED
Age: 12 months
Trailing return from filed months
- 1Y
- Not reported
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- 12.82%
- Max DD
- -6.06%
- Calmar
- 2.12
- Track
- 12 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.
Read of the numbers
Reported metrics only · not advice
Strength
Return covers the worst drop
Calmar of 2.12 means annualised return more than clears the deepest peak-to-trough on this track.
Total Return
12.82%
Annualised Return
12.82%
Hit Rate
58.33%
Maximum Drawdown
-6.06%
Annualised Volatility
13.40%
Sharpe Ratio
0.97
Sortino Ratio
1.09
Consistency Score
58.3%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 17.94%
- Worst Year Return P
- -2.19%
- Median Annual Return P
- -2.19%
- Average Monthly Return P
- 1.08%
- Geometric Mean Return P
- 1.01%
- Average Drawdown P
- -0.75%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 1 mo
- Average Drawdown Duration P
- 2 mo
- Time to Recovery P
- 5 mo
- Return / Max Drawdown P
- 2.12
- Return / Avg Drawdown P
- 17.17
- Ulcer Index P
- 2.58%
- Positive Rolling Periods % P
- 8.33%
- Return Stability Score P
- 25.85
- Return Persistence P
- -0.52
- Worst Rolling 12M Return P
- 12.82%
- Best Rolling 12M Return P
- 12.82%
- Maximum Monthly Loss P
- -6.06%
- Worst 3-Month Period P
- -4.45%
- Worst 6-Month Period P
- 0.96%
- Return Smoothness Index P
- 15.89
- Pain Adjusted Return P
- 17.17%
- Worst Case Investor Entry P
- 12.82%
- Capital Preservation Score P
- 93.94%
- Aggressiveness Score P
- 3.87%
- Recovery Efficiency P
- 2.12
- Downside Volatility R
- 6.02%
- Upside Volatility R
- 4.39%
- Time in Drawdown % R
- 33.33%
- VaR 95% R
- -5.28%
- VaR 99% R
- -7.92%
- CVaR 95% R
- -6.06%
- CVaR 99% R
- -7.92%
- Semi Variance R
- 0.0003
- Volatility of Drawdowns R
- 1.12%
- CAGR per Unit Drawdown R
- 2.12
- Equity Curve Convexity R
- -0.01
- Return During Worst Market Year R
- -2.19%
- Return Skewness C
- -0.48
- Return Kurtosis C
- -1.11
- Coefficient of Variation C
- 3.58
- Calmar Ratio C
- 2.12
- Sterling Ratio C
- 2.12
- Burke Ratio C
- 1.83
Filings
Month-end SEBI filings. Missing months stay blank.
Investment Approach 1 performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Investment Approach 1 performed?
- Investment Approach 1 (SYSTEMATIX SHARES AND STOCKS (INDIA) LIMITED) shows CAGR 12.82% and max drawdown -6.06% 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 Investment Approach 1 CAGR / max drawdown?
- CAGR is 12.82%; max drawdown is -6.06%. We only publish CAGR when there are enough months (≥12 on this track of 12 months). Learn more
- Where do Investment Approach 1 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 Investment Approach 1?
- 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