Health Care

Equity

Allegro Securities Pvt Ltd

1 Month

-4.23%

6 Months

+13.83%

1 Year

-0.89%

3 Years

+6.27%

5 Years

+8.38%

Since Inception

+12.88%

AUM

₹12 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.40%

Sharpe Ratio

0.16

Sortino Ratio

0.18

Max Drawdown

-18.80%

Beta

0.77

Alpha

-1.68%

Information Ratio

-0.21

Tracking Error

12.06%

Calmar Ratio

0.51

Up Capture

74.9%

Down Capture

69.4%

Win Rate

57.1%

Best Month

+11.68%

Worst Month

-9.25%