FindPMS IndiaAlphaGrep Multi-Factor Quant Portfolio
Equity
1 Month
+0.27%
6 Months
-2.30%
1 Year
+1.68%
3 Years
+13.91%
5 Years
-
Since Inception
+14.05%
AUM
₹45 Cr
Risk & Performance (vs NIFTY 500)
Volatility
15.08%
Sharpe Ratio
0.72
Sortino Ratio
0.61
Max Drawdown
-19.03%
Beta
0.97
Alpha
+3.08%
Information Ratio
0.50
Tracking Error
5.04%
Calmar Ratio
0.94
Up Capture
106.4%
Down Capture
93.8%
Win Rate
68.3%
Best Month
+8.61%
Worst Month
-11.32%