East Green Quant Strategy

Equity

East Green Advisors LLP

1 Month

+14.73%

6 Months

+36.33%

1 Year

+52.34%

3 Years

-

5 Years

-

Since Inception

+19.29%

AUM

₹8 Cr

Risk & Performance (vs NIFTY 500)

Volatility

22.58%

Sharpe Ratio

0.52

Sortino Ratio

0.65

Max Drawdown

-24.07%

Beta

0.75

Alpha

+13.35%

Information Ratio

0.70

Tracking Error

19.55%

Calmar Ratio

0.78

Up Capture

81.2%

Down Capture

-3.6%

Win Rate

55.6%

Best Month

+16.90%

Worst Month

-10.37%