Motilal Oswal Small cap Multifactor Strategy

Equity

Motilal Oswal Asset Management Company Limited - Portfolio Managers

1 Month

+0.28%

6 Months

+26.85%

1 Year

+8.56%

3 Years

+11.93%

5 Years

-

Since Inception

+19.91%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.63%

Sharpe Ratio

0.64

Sortino Ratio

0.73

Max Drawdown

-28.81%

Beta

1.11

Alpha

+6.92%

Information Ratio

0.61

Tracking Error

12.35%

Calmar Ratio

0.70

Up Capture

120.8%

Down Capture

86.5%

Win Rate

61.9%

Best Month

+13.65%

Worst Month

-12.86%