ABSL INDIA 200 QUANT EQUITY PORTFOLIO

Equity

Aditya Birla Sun Life Amc Limited

1 Month

-4.86%

6 Months

+2.02%

1 Year

-5.53%

3 Years

+10.07%

5 Years

+8.68%

Since Inception

+12.36%

AUM

₹28 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.01%

Sharpe Ratio

0.58

Sortino Ratio

0.64

Max Drawdown

-20.68%

Beta

1.03

Alpha

+4.02%

Information Ratio

0.55

Tracking Error

7.29%

Calmar Ratio

0.81

Up Capture

114.7%

Down Capture

99.9%

Win Rate

61.9%

Best Month

+11.08%

Worst Month

-10.39%