FindPMS IndiaDIIPL- DB India Alpha Factor Equities
Equity
1 Month
-6.61%
6 Months
+6.87%
1 Year
-0.99%
3 Years
-
5 Years
-
Since Inception
-0.78%
AUM
₹18 Cr
Risk & Performance (vs NIFTY 500)
Volatility
19.00%
Sharpe Ratio
-0.45
Sortino Ratio
-0.38
Max Drawdown
-25.02%
Beta
1.07
Alpha
-4.88%
Information Ratio
-0.53
Tracking Error
8.54%
Calmar Ratio
-0.07
Up Capture
93.7%
Down Capture
117.1%
Win Rate
63.3%
Best Month
+9.34%
Worst Month
-13.67%