FCI LLP Wealth Optimizer II

Equity

Fractal Capital Investments Llp

1 Month

-3.17%

6 Months

+3.66%

1 Year

+11.72%

3 Years

+21.72%

5 Years

+16.09%

Since Inception

+16.51%

AUM

₹21 Cr

Risk & Performance (vs NIFTY 500)

Volatility

9.96%

Sharpe Ratio

1.69

Sortino Ratio

1.53

Max Drawdown

-7.46%

Beta

0.48

Alpha

+14.14%

Information Ratio

0.87

Tracking Error

10.40%

Calmar Ratio

3.20

Up Capture

79.9%

Down Capture

-3.5%

Win Rate

73.8%

Best Month

+6.87%

Worst Month

-7.34%