Master Trust iRage Absolute Return Strategy

Debt

Master Portfolio Services Limited

1 Month

+0.11%

6 Months

+3.88%

1 Year

+7.30%

3 Years

+11.19%

5 Years

+9.96%

Since Inception

+9.66%

AUM

₹63 Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.70%

Sharpe Ratio

2.15

Sortino Ratio

4.73

Max Drawdown

-

Beta

0.03

Alpha

+3.42%

Information Ratio

-0.34

Tracking Error

14.31%

Calmar Ratio

-

Up Capture

26.8%

Down Capture

-22.1%

Win Rate

100.0%

Best Month

+2.23%

Worst Month

+0.11%