Large & Emerging Alpha Portfolio Strategy

Equity

Shriram Asset Management Company Limited

1 Month

+4.25%

6 Months

-2.25%

1 Year

+13.70%

3 Years

-

5 Years

-

Since Inception

+13.96%

AUM

₹0 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.12%

Sharpe Ratio

0.66

Sortino Ratio

0.50

Max Drawdown

-13.33%

Beta

0.83

Alpha

+6.08%

Information Ratio

0.58

Tracking Error

7.91%

Calmar Ratio

1.27

Up Capture

81.5%

Down Capture

30.2%

Win Rate

72.2%

Best Month

+8.35%

Worst Month

-13.33%