ArthAlpha Machine Learning (Equity) Quant

Equity

1 Month

+2.31%

6 Months

+5.63%

1 Year

+10.47%

3 Years

-

5 Years

-

Since Inception

+6.92%

AUM

₹66 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.69%

Sharpe Ratio

-0.01

Sortino Ratio

-0.01

Max Drawdown

-16.50%

Beta

1.14

Alpha

+5.77%

Information Ratio

0.72

Tracking Error

7.52%

Calmar Ratio

0.42

Up Capture

124.1%

Down Capture

97.9%

Win Rate

59.1%

Best Month

+12.55%

Worst Month

-9.77%