Invesco India DAWN Portfolio

Equity

Invesco Asset Management (India) Private Limited

1 Month

+1.21%

6 Months

-1.14%

1 Year

-0.02%

3 Years

+9.28%

5 Years

+9.74%

Since Inception

+8.97%

AUM

₹216 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.73%

Sharpe Ratio

0.37

Sortino Ratio

0.31

Max Drawdown

-22.07%

Beta

0.96

Alpha

-2.20%

Information Ratio

-0.51

Tracking Error

4.36%

Calmar Ratio

0.56

Up Capture

95.9%

Down Capture

108.8%

Win Rate

65.9%

Best Month

+8.29%

Worst Month

-11.14%