ALPHA

Equity

Sundaram Alternate Assets Limited

1 Month

-5.92%

6 Months

+9.88%

1 Year

-5.31%

3 Years

+2.68%

5 Years

+3.82%

Since Inception

+8.07%

AUM

₹0 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.57%

Sharpe Ratio

0.01

Sortino Ratio

0.01

Max Drawdown

-30.27%

Beta

0.84

Alpha

-4.53%

Information Ratio

-0.52

Tracking Error

9.51%

Calmar Ratio

0.24

Up Capture

78.3%

Down Capture

93.1%

Win Rate

54.8%

Best Month

+10.30%

Worst Month

-10.00%