Diversified Portfolio - Equity

Equity

HDFC Asset Management Company Limited

1 Month

+0.96%

6 Months

+0.81%

1 Year

+5.47%

3 Years

+16.58%

5 Years

+19.63%

Since Inception

+19.03%

AUM

₹592 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.37%

Sharpe Ratio

1.07

Sortino Ratio

0.90

Max Drawdown

-13.03%

Beta

0.88

Alpha

+7.24%

Information Ratio

1.29

Tracking Error

4.05%

Calmar Ratio

1.63

Up Capture

105.0%

Down Capture

69.6%

Win Rate

70.7%

Best Month

+8.18%

Worst Month

-12.17%