Ambit Maximus Smart Factor Portfolio - STP

Equity

Ambit Wealth Private Limited

1 Month

+1.42%

6 Months

+1.44%

1 Year

+9.20%

3 Years

-

5 Years

-

Since Inception

-2.64%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.87%

Sharpe Ratio

-0.59

Sortino Ratio

-0.50

Max Drawdown

-24.15%

Beta

1.03

Alpha

-2.64%

Information Ratio

-0.69

Tracking Error

3.96%

Calmar Ratio

-0.13

Up Capture

93.8%

Down Capture

107.9%

Win Rate

52.0%

Best Month

+10.85%

Worst Month

-11.32%