Discretionary MAC Moderately Conservative

Multi Asset

Barclays Securities (India) Private Limited

1 Month

-1.21%

6 Months

+4.28%

1 Year

+3.62%

3 Years

-

5 Years

-

Since Inception

+0.89%

AUM

₹34 Cr

Risk & Performance (vs NIFTY 500)

Volatility

5.21%

Sharpe Ratio

-0.65

Sortino Ratio

-0.55

Max Drawdown

-3.17%

Beta

0.28

Alpha

-0.62%

Information Ratio

0.38

Tracking Error

13.40%

Calmar Ratio

1.14

Up Capture

41.5%

Down Capture

21.3%

Win Rate

66.7%

Best Month

+2.78%

Worst Month

-3.17%