Alpha Value

Equity

Cosmea Portfolio Management Private Limited

1 Month

-3.41%

6 Months

+14.52%

1 Year

+3.82%

3 Years

-

5 Years

-

Since Inception

+4.82%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.37%

Sharpe Ratio

-0.15

Sortino Ratio

-0.14

Max Drawdown

-16.09%

Beta

0.90

Alpha

+0.79%

Information Ratio

0.17

Tracking Error

5.84%

Calmar Ratio

0.29

Up Capture

85.8%

Down Capture

76.5%

Win Rate

63.3%

Best Month

+10.29%

Worst Month

-10.39%