ArthAlpha Machine Learning (Equity) Quant

Equity

1 Month

-7.54%

6 Months

+8.18%

1 Year

+0.84%

3 Years

-

5 Years

-

Since Inception

+2.36%

AUM

₹61 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.14%

Sharpe Ratio

-0.23

Sortino Ratio

-0.24

Max Drawdown

-16.50%

Beta

1.15

Alpha

+4.97%

Information Ratio

0.58

Tracking Error

7.50%

Calmar Ratio

0.14

Up Capture

124.1%

Down Capture

102.5%

Win Rate

56.5%

Best Month

+12.55%

Worst Month

-9.77%