East Green Quant Strategy

Equity

East Green Advisors LLP

1 Month

+5.32%

6 Months

+56.19%

1 Year

+57.94%

3 Years

-

5 Years

-

Since Inception

+21.16%

AUM

₹9 Cr

Risk & Performance (vs NIFTY 500)

Volatility

22.29%

Sharpe Ratio

0.61

Sortino Ratio

0.75

Max Drawdown

-24.07%

Beta

0.66

Alpha

+16.96%

Information Ratio

0.89

Tracking Error

20.29%

Calmar Ratio

0.86

Up Capture

81.2%

Down Capture

-14.9%

Win Rate

57.1%

Best Month

+16.90%

Worst Month

-10.37%