Motilal Oswal Multifactor Equity Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+0.78%

6 Months

-1.57%

1 Year

+4.41%

3 Years

+13.89%

5 Years

+11.10%

Since Inception

+13.01%

AUM

₹51 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.56%

Sharpe Ratio

0.68

Sortino Ratio

0.61

Max Drawdown

-26.18%

Beta

1.00

Alpha

+3.98%

Information Ratio

0.40

Tracking Error

9.68%

Calmar Ratio

0.72

Up Capture

112.6%

Down Capture

96.8%

Win Rate

70.7%

Best Month

+11.87%

Worst Month

-9.73%