Diversified Portfolio - Equity

Equity

HDFC Asset Management Company Limited

1 Month

-5.88%

6 Months

+8.02%

1 Year

-2.04%

3 Years

+13.37%

5 Years

+16.93%

Since Inception

+18.67%

AUM

₹557 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.82%

Sharpe Ratio

0.84

Sortino Ratio

0.70

Max Drawdown

-13.03%

Beta

0.89

Alpha

+6.62%

Information Ratio

1.27

Tracking Error

4.01%

Calmar Ratio

1.43

Up Capture

105.0%

Down Capture

73.2%

Win Rate

69.0%

Best Month

+8.18%

Worst Month

-12.17%