Motilal Oswal Midcap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+5.22%

6 Months

+10.78%

1 Year

+25.68%

3 Years

+24.04%

5 Years

-

Since Inception

+18.06%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.32%

Sharpe Ratio

1.22

Sortino Ratio

1.11

Max Drawdown

-27.65%

Beta

1.11

Alpha

+14.79%

Information Ratio

1.32

Tracking Error

10.42%

Calmar Ratio

1.11

Up Capture

140.4%

Down Capture

79.3%

Win Rate

70.7%

Best Month

+11.20%

Worst Month

-10.77%