Single sleeve
1/100
Active since 2009-06-12
Performance Summary
CAGR
3.4%
Total Return
92.7%
Sharpe
0.45
Sortino
0.29
Max Drawdown
-12.5%
Calmar / ROMAD
0.27
Volatility (ann.)
8.2%
Win Rate
9.3%
Equity Curve — growth of ₹1 → 1.93×
1.93×
Drawdown — underwater
-12.5% max
Trailing Returns
Cumulative return to the latest bar
| 1M | 3M | 6M | 1Y | 3Y | YTD | |
|---|---|---|---|---|---|---|
| 0% | 0% | 0% | 0% | -6.4% | 0% |
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% | 0% | 0% | 0% | 0% |
Rolling 1-Year Sharpe
Return Distribution & Streaks
Avg Win (wk)
1.9%
Avg Loss (wk)
-1.26%
Payoff Ratio
1.5×
Best Week
16.2%
Worst Week
-10.2%
Best Month
23.1%
Worst Month
-8%
Longest Drawdown
275 wk
Positive Weeks
94 / 1014