Dynamic Research & Emerging Asset Management Strategy (DREAM)

Equity

Hem Securities Limited

1 Month

+2.22%

6 Months

+12.93%

1 Year

+12.12%

3 Years

+14.97%

5 Years

+17.00%

Since Inception

+21.69%

AUM

₹193 Cr

Risk & Performance (vs NIFTY 500)

Volatility

21.31%

Sharpe Ratio

0.77

Sortino Ratio

0.78

Max Drawdown

-21.32%

Beta

1.29

Alpha

+6.09%

Information Ratio

0.78

Tracking Error

10.61%

Calmar Ratio

1.10

Up Capture

129.7%

Down Capture

99.3%

Win Rate

70.7%

Best Month

+18.70%

Worst Month

-13.61%