Diversified

Equity

Allegro Securities Pvt Ltd

1 Month

+0.41%

6 Months

+3.57%

1 Year

+6.68%

3 Years

+13.38%

5 Years

+21.34%

Since Inception

+20.03%

AUM

₹4 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.65%

Sharpe Ratio

0.69

Sortino Ratio

0.72

Max Drawdown

-15.42%

Beta

0.73

Alpha

+2.19%

Information Ratio

-0.06

Tracking Error

6.17%

Calmar Ratio

0.97

Up Capture

82.2%

Down Capture

63.8%

Win Rate

70.7%

Best Month

+7.67%

Worst Month

-6.52%