Invesco India DAWN Portfolio

Equity

Invesco Asset Management (India) Private Limited

1 Month

-6.14%

6 Months

+4.42%

1 Year

-6.77%

3 Years

+6.09%

5 Years

+8.27%

Since Inception

+8.13%

AUM

₹196 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.05%

Sharpe Ratio

0.21

Sortino Ratio

0.17

Max Drawdown

-22.07%

Beta

0.96

Alpha

-2.27%

Information Ratio

-0.52

Tracking Error

4.31%

Calmar Ratio

0.46

Up Capture

95.9%

Down Capture

108.2%

Win Rate

64.3%

Best Month

+8.29%

Worst Month

-11.14%