Edelweiss Structured Solutions Approach (ESS Strategy)

Debt

Edelweiss Asset Management Ltd

1 Month

+0.50%

6 Months

+6.88%

1 Year

+14.13%

3 Years

+13.23%

5 Years

+12.34%

Since Inception

+9.43%

AUM

-

Risk & Performance (vs NIFTY 500)

Volatility

7.94%

Sharpe Ratio

0.76

Sortino Ratio

0.40

Max Drawdown

-8.09%

Beta

-0.04

Alpha

+6.39%

Information Ratio

-0.16

Tracking Error

17.32%

Calmar Ratio

1.61

Up Capture

29.4%

Down Capture

-33.3%

Win Rate

95.0%

Best Month

+10.51%

Worst Month

-8.09%