ABANS SMART BETA PORTFOLIO

Equity

Abans Broking Services Private Limited

1 Month

+5.82%

6 Months

+7.57%

1 Year

+24.83%

3 Years

+11.33%

5 Years

+11.03%

Since Inception

+14.72%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

21.67%

Sharpe Ratio

0.53

Sortino Ratio

0.49

Max Drawdown

-29.98%

Beta

1.15

Alpha

+2.42%

Information Ratio

0.32

Tracking Error

13.73%

Calmar Ratio

0.62

Up Capture

121.0%

Down Capture

110.9%

Win Rate

63.4%

Best Month

+13.27%

Worst Month

-15.73%