Single sleeve
2/100
Active since 2007-05-25
Performance Summary
CAGR
39.8%
Total Return
69040.4%
Sharpe
2.37
Sortino
3.73
Max Drawdown
-12.1%
Calmar / ROMAD
3.3
Volatility (ann.)
14.6%
Win Rate
60.2%
Equity Curve — growth of ₹1 → 691.4×
691.4×
Drawdown — underwater
-12.1% max
Trailing Returns
Cumulative return to the latest bar
| 1M | 3M | 6M | 1Y | 3Y | YTD | |
|---|---|---|---|---|---|---|
| +0.2% | +16.9% | +14.8% | +37.1% | +154.3% | +8.8% |
Monthly Returns
Return by calendar month · green up / red down
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0% | 0% | 0% | 0% | +0.2% | +3.2% | -1.3% | +0.3% | +13.6% |
Rolling 1-Year Sharpe
Return Distribution & Streaks
Avg Win (wk)
1.79%
Avg Loss (wk)
-1.17%
Payoff Ratio
1.53×
Best Week
12.5%
Worst Week
-7.9%
Best Month
16.4%
Worst Month
-10.6%
Longest Drawdown
30 wk
Positive Weeks
610 / 1014