Ambit Maximus Smart Factor Portfolio - STP

Equity

Ambit Wealth Private Limited

1 Month

-5.89%

6 Months

+7.65%

1 Year

+1.37%

3 Years

-

5 Years

-

Since Inception

-5.22%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.99%

Sharpe Ratio

-0.74

Sortino Ratio

-0.62

Max Drawdown

-24.15%

Beta

1.03

Alpha

-2.38%

Information Ratio

-0.68

Tracking Error

3.88%

Calmar Ratio

-0.23

Up Capture

93.8%

Down Capture

106.9%

Win Rate

50.0%

Best Month

+10.85%

Worst Month

-11.32%