Master Trust iRage Absolute Return Strategy

Debt

Master Portfolio Services Limited

1 Month

+0.56%

6 Months

+3.99%

1 Year

+6.92%

3 Years

+10.97%

5 Years

+9.84%

Since Inception

+9.62%

AUM

₹60 Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.68%

Sharpe Ratio

2.13

Sortino Ratio

4.74

Max Drawdown

-

Beta

0.03

Alpha

+3.40%

Information Ratio

-0.20

Tracking Error

14.60%

Calmar Ratio

-

Up Capture

26.8%

Down Capture

-20.5%

Win Rate

100.0%

Best Month

+2.23%

Worst Month

+0.11%