Motilal Oswal Midcap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

-6.96%

6 Months

+14.80%

1 Year

+16.46%

3 Years

+17.03%

5 Years

-

Since Inception

+16.03%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.73%

Sharpe Ratio

1.02

Sortino Ratio

0.93

Max Drawdown

-27.65%

Beta

1.13

Alpha

+13.80%

Information Ratio

1.27

Tracking Error

10.36%

Calmar Ratio

0.98

Up Capture

140.4%

Down Capture

84.0%

Win Rate

69.0%

Best Month

+11.20%

Worst Month

-10.77%