Agreya Value Momentum Strategy

Equity

Agreya Capital Advisors Llp

1 Month

-2.65%

6 Months

+25.29%

1 Year

+15.83%

3 Years

-

5 Years

-

Since Inception

+14.94%

AUM

₹16 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.31%

Sharpe Ratio

0.47

Sortino Ratio

0.64

Max Drawdown

-12.58%

Beta

0.95

Alpha

+13.17%

Information Ratio

1.22

Tracking Error

10.39%

Calmar Ratio

1.25

Up Capture

116.0%

Down Capture

45.7%

Win Rate

55.6%

Best Month

+13.42%

Worst Month

-7.69%