ABSL INDIA 200 QUANT EQUITY PORTFOLIO

Equity

Aditya Birla Sun Life Amc Limited

1 Month

-2.81%

6 Months

-2.96%

1 Year

+0.70%

3 Years

+13.30%

5 Years

+10.06%

Since Inception

+12.75%

AUM

₹31 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.87%

Sharpe Ratio

0.71

Sortino Ratio

0.79

Max Drawdown

-20.68%

Beta

1.03

Alpha

+3.77%

Information Ratio

0.51

Tracking Error

7.37%

Calmar Ratio

0.92

Up Capture

114.7%

Down Capture

102.2%

Win Rate

63.4%

Best Month

+11.08%

Worst Month

-10.39%