Kotak Evolv Conservative Asset Allocation Investment Approach

Multi Asset

Kotak Mahindra Asset Management Company Ltd

1 Month

+0.97%

6 Months

+2.16%

1 Year

+8.19%

3 Years

+9.69%

5 Years

-

Since Inception

+9.74%

AUM

₹15 Cr

Risk & Performance (vs NIFTY 500)

Volatility

5.45%

Sharpe Ratio

0.82

Sortino Ratio

0.72

Max Drawdown

-5.22%

Beta

0.33

Alpha

+1.83%

Information Ratio

-0.40

Tracking Error

10.24%

Calmar Ratio

2.20

Up Capture

45.2%

Down Capture

11.6%

Win Rate

78.0%

Best Month

+3.98%

Worst Month

-4.81%