Diversified

Equity

Allegro Securities Pvt Ltd

1 Month

-4.22%

6 Months

+5.71%

1 Year

+0.96%

3 Years

+10.99%

5 Years

+19.75%

Since Inception

+19.17%

AUM

₹4 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.87%

Sharpe Ratio

0.52

Sortino Ratio

0.54

Max Drawdown

-15.42%

Beta

0.73

Alpha

+2.11%

Information Ratio

0.02

Tracking Error

6.16%

Calmar Ratio

0.86

Up Capture

82.2%

Down Capture

64.7%

Win Rate

69.0%

Best Month

+7.67%

Worst Month

-6.52%