Agreya Portfolio Return Optimiser

Multi Asset

Agreya Capital Advisors Llp

1 Month

-4.21%

6 Months

+4.99%

1 Year

+0.42%

3 Years

+5.70%

5 Years

-

Since Inception

+10.07%

AUM

₹94 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.52%

Sharpe Ratio

0.18

Sortino Ratio

0.17

Max Drawdown

-18.17%

Beta

0.71

Alpha

-1.39%

Information Ratio

-0.26

Tracking Error

10.87%

Calmar Ratio

0.53

Up Capture

65.6%

Down Capture

53.7%

Win Rate

61.9%

Best Month

+7.94%

Worst Month

-9.85%