Agreya Portfolio Return Optimiser

Multi Asset

Agreya Capital Advisors Llp

1 Month

+2.33%

6 Months

-1.18%

1 Year

+9.84%

3 Years

+7.16%

5 Years

-

Since Inception

+11.34%

AUM

₹99 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.43%

Sharpe Ratio

0.29

Sortino Ratio

0.28

Max Drawdown

-18.17%

Beta

0.70

Alpha

-1.34%

Information Ratio

-0.31

Tracking Error

10.95%

Calmar Ratio

0.62

Up Capture

65.6%

Down Capture

51.2%

Win Rate

63.4%

Best Month

+7.94%

Worst Month

-9.85%