Know Your PMS · Monthly tearsheet
EVENT ARBITRAGE
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 Oct_202427 months filed
CAGR
10.08%
Total return
24.12%
Max drawdown
-0.95%
Sharpe
3.56
Sortino
7.79
Calmar
10.63
Win months
81.48%
Best / worst month
2.6% / -0.5%
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 | 0.36% | 0.10% | -0.01% | 1.42% | -0.48% | 0.87% | 1.97% | 0.55% | 0.79% | 0.59% | – | – | 6.31% |
2023 | -0.45% | -0.50% | 1.16% | 1.12% | 2.11% | 1.16% | 0.94% | 0.62% | 0.53% | -0.12% | 1.46% | 1.20% | 9.59% |
2022 | – | – | – | – | – | – | – | 1.62% | 0.25% | 2.59% | 1.09% | 0.83% | 6.53% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2023 | Feb_2023 | Mar_2023 | 0.95% | 2 mo |
| May_2024 | May_2024 | Jun_2024 | 0.48% | 1 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 0.12% | 1 mo |
| Mar_2024 | Mar_2024 | Apr_2024 | 0.01% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
2 mo
Ann. volatility
2.67%
Downside deviation
1.29%