Motilal Oswal Large Cap Momentum Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

-7.36%

6 Months

+0.31%

1 Year

-6.32%

3 Years

-

5 Years

-

Since Inception

+2.70%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.77%

Sharpe Ratio

-0.24

Sortino Ratio

-0.20

Max Drawdown

-29.90%

Beta

0.94

Alpha

-4.79%

Information Ratio

-0.42

Tracking Error

9.99%

Calmar Ratio

0.09

Up Capture

95.3%

Down Capture

119.4%

Win Rate

55.9%

Best Month

+7.37%

Worst Month

-11.60%