FindPMS IndiaDIIPL- DB India Alpha Factor Equities
Equity
1 Month
+3.07%
6 Months
+1.66%
1 Year
+7.34%
3 Years
-
5 Years
-
Since Inception
+2.07%
AUM
₹20 Cr
Risk & Performance (vs NIFTY 500)
Volatility
18.83%
Sharpe Ratio
-0.31
Sortino Ratio
-0.26
Max Drawdown
-25.02%
Beta
1.07
Alpha
-5.07%
Information Ratio
-0.50
Tracking Error
8.69%
Calmar Ratio
0.05
Up Capture
93.7%
Down Capture
117.8%
Win Rate
65.5%
Best Month
+9.34%
Worst Month
-13.67%