Health Care

Equity

Allegro Securities Pvt Ltd

1 Month

+0.77%

6 Months

+7.86%

1 Year

+2.65%

3 Years

+8.91%

5 Years

+8.69%

Since Inception

+13.53%

AUM

₹13 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.36%

Sharpe Ratio

0.26

Sortino Ratio

0.30

Max Drawdown

-18.80%

Beta

0.78

Alpha

-1.92%

Information Ratio

-0.25

Tracking Error

12.17%

Calmar Ratio

0.60

Up Capture

74.9%

Down Capture

69.1%

Win Rate

58.5%

Best Month

+11.68%

Worst Month

-9.25%