Motilal Oswal Microcap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+3.76%

6 Months

+14.22%

1 Year

+8.49%

3 Years

-

5 Years

-

Since Inception

+8.50%

AUM

₹6 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.81%

Sharpe Ratio

0.06

Sortino Ratio

0.07

Max Drawdown

-19.26%

Beta

1.16

Alpha

+2.80%

Information Ratio

0.29

Tracking Error

12.57%

Calmar Ratio

0.44

Up Capture

118.7%

Down Capture

106.4%

Win Rate

55.6%

Best Month

+15.46%

Worst Month

-10.38%