FindPMS IndiaAlphaGrep Multi-Factor Quant Portfolio
Equity
1 Month
-6.61%
6 Months
+2.90%
1 Year
-5.97%
3 Years
+10.09%
5 Years
-
Since Inception
+11.80%
AUM
₹36 Cr
Risk & Performance (vs NIFTY 500)
Volatility
15.51%
Sharpe Ratio
0.52
Sortino Ratio
0.44
Max Drawdown
-19.03%
Beta
0.98
Alpha
+2.58%
Information Ratio
0.45
Tracking Error
5.00%
Calmar Ratio
0.79
Up Capture
106.4%
Down Capture
96.1%
Win Rate
66.7%
Best Month
+8.61%
Worst Month
-11.32%