Alpha Value

Equity

Cosmea Portfolio Management Private Limited

1 Month

+1.52%

6 Months

+6.24%

1 Year

+8.24%

3 Years

-

5 Years

-

Since Inception

+6.47%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.42%

Sharpe Ratio

-0.04

Sortino Ratio

-0.04

Max Drawdown

-16.09%

Beta

0.92

Alpha

+0.01%

Information Ratio

0.01

Tracking Error

5.73%

Calmar Ratio

0.39

Up Capture

85.8%

Down Capture

79.3%

Win Rate

65.5%

Best Month

+10.29%

Worst Month

-10.39%