EquityFactorQuant

Equity

True Beacon Investment Advisors Llp

1 Month

+0.11%

6 Months

+2.80%

1 Year

+0.00%

3 Years

+11.21%

5 Years

-

Since Inception

+13.13%

AUM

₹133 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.40%

Sharpe Ratio

0.58

Sortino Ratio

0.63

Max Drawdown

-26.87%

Beta

1.00

Alpha

+1.47%

Information Ratio

0.21

Tracking Error

7.37%

Calmar Ratio

0.61

Up Capture

106.4%

Down Capture

101.9%

Win Rate

65.9%

Best Month

+12.30%

Worst Month

-10.35%