Large & Emerging Alpha Portfolio Strategy

Equity

Shriram Asset Management Company Limited

1 Month

-6.21%

6 Months

+5.79%

1 Year

+4.27%

3 Years

-

5 Years

-

Since Inception

+8.82%

AUM

₹0 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.89%

Sharpe Ratio

0.28

Sortino Ratio

0.21

Max Drawdown

-13.33%

Beta

0.86

Alpha

+4.52%

Information Ratio

0.54

Tracking Error

7.71%

Calmar Ratio

0.85

Up Capture

81.5%

Down Capture

47.3%

Win Rate

68.4%

Best Month

+8.35%

Worst Month

-13.33%