Motilal Oswal Microcap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

-0.35%

6 Months

+26.48%

1 Year

+6.98%

3 Years

-

5 Years

-

Since Inception

+7.84%

AUM

₹9 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.16%

Sharpe Ratio

0.03

Sortino Ratio

0.04

Max Drawdown

-19.26%

Beta

1.08

Alpha

+6.62%

Information Ratio

0.54

Tracking Error

12.90%

Calmar Ratio

0.40

Up Capture

118.7%

Down Capture

88.8%

Win Rate

52.6%

Best Month

+15.46%

Worst Month

-10.38%