Motilal Oswal Large Cap Momentum Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+3.55%

6 Months

-4.28%

1 Year

+5.40%

3 Years

-

5 Years

-

Since Inception

+5.71%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.40%

Sharpe Ratio

-0.08

Sortino Ratio

-0.06

Max Drawdown

-29.90%

Beta

0.93

Alpha

-4.26%

Information Ratio

-0.38

Tracking Error

10.12%

Calmar Ratio

0.19

Up Capture

95.3%

Down Capture

118.5%

Win Rate

57.6%

Best Month

+7.37%

Worst Month

-11.60%