O
Single sleeve
3/100
Active since 2008-01-25
Performance Summary
CAGR
60.2%
Total Return
50657.7%
Sharpe
3.02
Sortino
4.16
Max Drawdown
-8.7%
Calmar / ROMAD
6.96
Volatility (ann.)
16.1%
Win Rate
89.7%
Equity Curve — growth of ₹1 → 507.58×
507.58×
Drawdown — underwater
-8.7% max
Trailing Returns
Cumulative return to the latest bar
| 1M | 3M | 6M | 1Y | 3Y | YTD | |
|---|---|---|---|---|---|---|
| +1.7% | +10.3% | +12.2% | +15% | +76.8% | +12% |
Monthly Returns
Return by calendar month · green up / red down
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.7% | +2.5% | -2.2% | +1.2% | 0% | +1.7% | +2.9% | +2.8% |
Rolling 1-Year Sharpe
Return Distribution & Streaks
Avg Win (wk)
1.15%
Avg Loss (wk)
-0.91%
Payoff Ratio
1.26×
Best Week
31.1%
Worst Week
-8.7%
Best Month
76.5%
Worst Month
-4.5%
Longest Drawdown
7 wk
Positive Weeks
616 / 687