Know Your PMS · Monthly tearsheet
RESEARCH PICKS II 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
19.18%
Total return
26.36%
Max drawdown
-5.61%
Sharpe
1.65
Sortino
3.52
Calmar
3.42
Win months
50.00%
Best / worst month
6.8% / -2.8%
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 | -0.08% | 1.62% | -1.09% | – | – | – | – | – | – | – | – | – | 0.43% |
2023 | -2.76% | -2.13% | -0.82% | 5.68% | 6.85% | 4.74% | 1.22% | 1.56% | -0.04% | -1.82% | 5.87% | 5.52% | 25.82% |
2022 | – | – | – | – | – | – | – | – | – | – | – | 0.00% | 0.00% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jan_2023 | Mar_2023 | May_2023 | 5.61% | 4 mo |
| Sep_2023 | Oct_2023 | Nov_2023 | 1.86% | 2 mo |
| Mar_2024 | Mar_2024 | Ongoing | 1.09% | 1 mo · open |
| Jan_2024 | Jan_2024 | Feb_2024 | 0.08% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
10.73%
Downside deviation
5.45%