FCI LLP Wealth Optimizer II

Equity

Fractal Capital Investments Llp

1 Month

+3.17%

6 Months

-0.80%

1 Year

+22.24%

3 Years

+23.03%

5 Years

+17.58%

Since Inception

+17.51%

AUM

₹20 Cr

Risk & Performance (vs NIFTY 500)

Volatility

9.69%

Sharpe Ratio

1.93

Sortino Ratio

1.74

Max Drawdown

-7.46%

Beta

0.46

Alpha

+15.00%

Information Ratio

0.81

Tracking Error

10.47%

Calmar Ratio

3.44

Up Capture

79.9%

Down Capture

-11.4%

Win Rate

75.6%

Best Month

+6.87%

Worst Month

-7.34%