Edelweiss Event Arbitrage Portfolio Approach

Hybrid

Edelweiss Asset Management Ltd

1 Month

+2.68%

6 Months

+9.24%

1 Year

+13.36%

3 Years

+6.19%

5 Years

+6.15%

Since Inception

+7.82%

AUM

₹0 Cr

Risk & Performance (vs NIFTY 500)

Volatility

6.14%

Sharpe Ratio

-0.03

Sortino Ratio

-0.03

Max Drawdown

-10.27%

Beta

0.29

Alpha

-2.51%

Information Ratio

-0.73

Tracking Error

11.36%

Calmar Ratio

0.66

Up Capture

35.9%

Down Capture

25.0%

Win Rate

70.7%

Best Month

+3.57%

Worst Month

-3.80%