Multi Asset

Multi Asset

Marcellus Investment Managers Private Limited

1 Month

+1.41%

6 Months

+1.32%

1 Year

+10.31%

3 Years

-

5 Years

-

Since Inception

+8.41%

AUM

₹10 Cr

Risk & Performance (vs NIFTY 500)

Volatility

8.57%

Sharpe Ratio

0.02

Sortino Ratio

0.02

Max Drawdown

-7.43%

Beta

0.46

Alpha

+3.90%

Information Ratio

0.72

Tracking Error

9.89%

Calmar Ratio

0.97

Up Capture

52.1%

Down Capture

17.0%

Win Rate

65.2%

Best Month

+5.68%

Worst Month

-6.81%