Agreya Value Momentum Strategy

Equity

Agreya Capital Advisors Llp

1 Month

+0.27%

6 Months

+18.80%

1 Year

+19.84%

3 Years

-

5 Years

-

Since Inception

+18.02%

AUM

₹6 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.54%

Sharpe Ratio

0.64

Sortino Ratio

0.86

Max Drawdown

-12.58%

Beta

0.99

Alpha

+12.02%

Information Ratio

1.06

Tracking Error

10.53%

Calmar Ratio

1.50

Up Capture

116.0%

Down Capture

45.8%

Win Rate

58.8%

Best Month

+13.42%

Worst Month

-7.69%