Fund of Funds

Equity

Itus Capital Advisors Private Limited

1 Month

-5.08%

6 Months

+14.26%

1 Year

-0.24%

3 Years

+7.80%

5 Years

+6.67%

Since Inception

+11.01%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.31%

Sharpe Ratio

0.38

Sortino Ratio

0.35

Max Drawdown

-18.39%

Beta

0.90

Alpha

+0.42%

Information Ratio

-0.04

Tracking Error

5.08%

Calmar Ratio

0.68

Up Capture

92.1%

Down Capture

86.3%

Win Rate

61.9%

Best Month

+11.60%

Worst Month

-10.93%