Know Your PMS · Monthly tearsheet
Intrinsic
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 Feb_202427 months filed
CAGR
28.62%
Total return
76.16%
Max drawdown
-15.52%
Sharpe
1.62
Sortino
1.82
Calmar
1.84
Win months
70.37%
Best / worst month
12.1% / -8.5%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.75% | 4.31% | – | – | – | – | – | – | – | – | – | – | 7.18% |
2023 | 0.28% | 1.57% | -0.72% | – | 3.88% | 6.27% | 7.55% | 4.00% | -0.36% | 0.58% | 5.83% | 2.92% | 36.30% |
2022 | -1.57% | -8.50% | 4.61% | -1.04% | -7.03% | -2.54% | 8.92% | 4.46% | – | 2.57% | 5.22% | – | 3.74% |
2021 | – | – | – | – | – | – | 12.12% | -5.73% | – | 2.79% | – | 7.00% | 16.25% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2022 | Jun_2022 | Nov_2022 | 15.52% | 9 mo |
| Aug_2021 | Aug_2021 | Dec_2021 | 5.73% | 2 mo |
| Mar_2023 | Mar_2023 | May_2023 | 0.72% | 1 mo |
| Sep_2023 | Sep_2023 | Oct_2023 | 0.36% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
3 mo
Ann. volatility
16.17%
Downside deviation
15.74%