FindPMS IndiaINDIA LARGE CAP QUANT EQUITY PORTFOLIO
Equity
1 Month
-1.32%
6 Months
-3.50%
1 Year
-1.10%
3 Years
+7.30%
5 Years
+5.73%
Since Inception
+11.55%
AUM
₹0 Cr
Risk & Performance (vs NIFTY 500)
Volatility
14.22%
Sharpe Ratio
0.32
Sortino Ratio
0.30
Max Drawdown
-19.14%
Beta
0.87
Alpha
-2.34%
Information Ratio
-0.47
Tracking Error
6.53%
Calmar Ratio
0.61
Up Capture
89.2%
Down Capture
100.8%
Win Rate
65.9%
Best Month
+7.39%
Worst Month
-10.11%