dezerv. Alpha Beta Equity Strategy

Equity

Dezerv Investments Private Limited

1 Month

-5.00%

6 Months

+8.74%

1 Year

-1.79%

3 Years

+10.34%

5 Years

-

Since Inception

+12.81%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.95%

Sharpe Ratio

0.55

Sortino Ratio

0.54

Max Drawdown

-16.34%

Beta

0.92

Alpha

+2.52%

Information Ratio

0.84

Tracking Error

2.01%

Calmar Ratio

0.90

Up Capture

99.2%

Down Capture

86.4%

Win Rate

69.0%

Best Month

+9.66%

Worst Month

-10.92%