AlphaGrep Liquid Portfolio

Debt

AlphaGrep Investment Management Private Limited

1 Month

+0.30%

6 Months

+2.96%

1 Year

+5.61%

3 Years

-

5 Years

-

Since Inception

+6.20%

AUM

-

Risk & Performance (vs NIFTY 500)

Volatility

0.66%

Sharpe Ratio

-

Sortino Ratio

-

Max Drawdown

-0.39%

Beta

0.01

Alpha

-1.16%

Information Ratio

-0.02

Tracking Error

15.98%

Calmar Ratio

14.92

Up Capture

14.7%

Down Capture

-12.8%

Win Rate

96.3%

Best Month

+0.66%

Worst Month

-0.39%