Motilal Oswal Multifactor Equity Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

-4.09%

6 Months

+4.58%

1 Year

-0.91%

3 Years

+9.16%

5 Years

+9.12%

Since Inception

+11.93%

AUM

₹46 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.61%

Sharpe Ratio

0.57

Sortino Ratio

0.52

Max Drawdown

-26.18%

Beta

0.98

Alpha

+4.54%

Information Ratio

0.45

Tracking Error

9.59%

Calmar Ratio

0.65

Up Capture

112.6%

Down Capture

93.5%

Win Rate

69.0%

Best Month

+11.87%

Worst Month

-9.73%