Motilal Oswal Small cap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+4.15%

6 Months

+14.59%

1 Year

+6.42%

3 Years

+12.70%

5 Years

-

Since Inception

+20.25%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.87%

Sharpe Ratio

0.65

Sortino Ratio

0.73

Max Drawdown

-28.81%

Beta

1.17

Alpha

+4.27%

Information Ratio

0.49

Tracking Error

12.12%

Calmar Ratio

0.72

Up Capture

120.8%

Down Capture

99.0%

Win Rate

61.0%

Best Month

+13.65%

Worst Month

-12.86%