All Cap Portfolio - DPMS

Equity

HDFC Asset Management Company Limited

1 Month

-6.44%

6 Months

+6.87%

1 Year

-6.92%

3 Years

+6.73%

5 Years

-

Since Inception

+11.10%

AUM

₹33 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.65%

Sharpe Ratio

0.34

Sortino Ratio

0.32

Max Drawdown

-17.20%

Beta

0.98

Alpha

-0.25%

Information Ratio

-0.04

Tracking Error

5.27%

Calmar Ratio

0.71

Up Capture

96.9%

Down Capture

95.6%

Win Rate

69.0%

Best Month

+9.17%

Worst Month

-12.77%