Know Your PMS · Monthly tearsheet
RESEARCH PICKS I PORTFOLIO APPROACH
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 Mar_202416 months filed
CAGR
17.46%
Total return
23.93%
Max drawdown
-3.64%
Sharpe
1.70
Sortino
3.66
Calmar
4.80
Win months
56.25%
Best / worst month
6.5% / -2.7%
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 | -1.21% | 0.89% | -0.88% | – | – | – | – | – | – | – | – | – | -1.21% |
2023 | -2.67% | -0.61% | -0.39% | 5.60% | 5.44% | 3.05% | 1.33% | 0.95% | 0.58% | -1.23% | 4.81% | 6.53% | 25.45% |
2022 | – | – | – | – | – | – | – | – | – | – | – | 0.00% | 0.00% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2023 | Mar_2023 | Apr_2023 | 3.64% | 3 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 1.23% | 1 mo |
| Jan_2024 | Jan_2024 | Ongoing | 1.21% | 3 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
3 mo
Ann. volatility
9.51%
Downside deviation
4.78%