FindPMS IndiaINDIA LARGE CAP QUANT EQUITY PORTFOLIO
Equity
1 Month
-5.29%
6 Months
+1.64%
1 Year
-5.76%
3 Years
+4.35%
5 Years
+4.00%
Since Inception
+11.15%
AUM
₹0 Cr
Risk & Performance (vs NIFTY 500)
Volatility
14.44%
Sharpe Ratio
0.18
Sortino Ratio
0.17
Max Drawdown
-19.14%
Beta
0.87
Alpha
-2.30%
Information Ratio
-0.44
Tracking Error
6.47%
Calmar Ratio
0.50
Up Capture
89.2%
Down Capture
99.5%
Win Rate
64.3%
Best Month
+7.39%
Worst Month
-10.11%