Dynamic Research & Emerging Asset Management Strategy (DREAM)

Equity

Hem Securities Limited

1 Month

-3.19%

6 Months

+26.18%

1 Year

+6.29%

3 Years

+13.29%

5 Years

+15.27%

Since Inception

+20.79%

AUM

₹180 Cr

Risk & Performance (vs NIFTY 500)

Volatility

21.22%

Sharpe Ratio

0.69

Sortino Ratio

0.71

Max Drawdown

-21.32%

Beta

1.25

Alpha

+7.60%

Information Ratio

0.84

Tracking Error

10.54%

Calmar Ratio

1.01

Up Capture

129.7%

Down Capture

93.9%

Win Rate

69.0%

Best Month

+18.70%

Worst Month

-13.61%