Single sleeve
4/100
Active since 2021-01-15
Performance Summary
CAGR
23.3%
Total Return
199.6%
Sharpe
4.2
Sortino
28.38
Max Drawdown
-0.9%
Calmar / ROMAD
26.63
Volatility (ann.)
5%
Win Rate
65.4%
Equity Curve — growth of ₹1 → 3×
3×
Drawdown — underwater
-0.9% max
Trailing Returns
Cumulative return to the latest bar
| 1M | 3M | 6M | 1Y | 3Y | YTD | |
|---|---|---|---|---|---|---|
| +1.9% | +2.2% | +4.7% | +15.9% | +71.2% | +3% |
Monthly Returns
Return by calendar month · green up / red down
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.2% | +2.1% | +2.3% | +4.5% | +0.5% | +4.2% | -0.4% | +1.9% |
Rolling 1-Year Sharpe
Return Distribution & Streaks
Avg Win (wk)
0.67%
Avg Loss (wk)
-0.09%
Payoff Ratio
7.44×
Best Week
4.4%
Worst Week
-0.6%
Best Month
6.9%
Worst Month
-0.7%
Longest Drawdown
13 wk
Positive Weeks
178 / 272