Agreya Momentum Enhancer

Equity

Agreya Capital Advisors Llp

1 Month

-6.21%

6 Months

-0.63%

1 Year

-8.30%

3 Years

+6.24%

5 Years

-

Since Inception

+12.62%

AUM

₹16 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.46%

Sharpe Ratio

0.34

Sortino Ratio

0.32

Max Drawdown

-17.58%

Beta

0.94

Alpha

+0.37%

Information Ratio

0.03

Tracking Error

8.44%

Calmar Ratio

0.72

Up Capture

100.0%

Down Capture

98.1%

Win Rate

61.9%

Best Month

+12.62%

Worst Month

-13.67%