dezerv. Alpha Beta Equity Strategy

Equity

Dezerv Investments Private Limited

1 Month

+0.38%

6 Months

+1.97%

1 Year

+4.60%

3 Years

+12.98%

5 Years

-

Since Inception

+14.42%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.69%

Sharpe Ratio

0.72

Sortino Ratio

0.70

Max Drawdown

-16.34%

Beta

0.93

Alpha

+2.40%

Information Ratio

0.74

Tracking Error

1.99%

Calmar Ratio

1.03

Up Capture

99.2%

Down Capture

86.6%

Win Rate

70.7%

Best Month

+9.66%

Worst Month

-10.92%