Know Your PMS · Monthly tearsheet
CRISILCREDIT
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_202419 months filed
CAGR
10.19%
Total return
16.61%
Max drawdown
-0.16%
Sharpe
6.79
Sortino
18.38
Calmar
63.68
Win months
94.74%
Best / worst month
1.9% / -0.2%
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 | 0.69% | 0.81% | – | – | – | – | – | – | – | – | – | – | 1.51% |
2023 | 0.98% | 0.62% | 1.05% | 1.12% | 0.92% | 1.90% | 0.85% | 0.86% | 0.65% | 0.57% | 0.59% | 0.40% | 11.02% |
2022 | – | – | – | – | – | – | – | 1.34% | -0.16% | 0.50% | 0.99% | 0.76% | 3.47% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2022 | Sep_2022 | Oct_2022 | 0.16% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
17 mo
Longest loss streak
1 mo
Ann. volatility
1.40%
Downside deviation
0.55%