Multi Asset

Multi Asset

Marcellus Investment Managers Private Limited

1 Month

-4.39%

6 Months

+3.95%

1 Year

+2.64%

3 Years

-

5 Years

-

Since Inception

+5.84%

AUM

₹10 Cr

Risk & Performance (vs NIFTY 500)

Volatility

9.10%

Sharpe Ratio

-0.28

Sortino Ratio

-0.21

Max Drawdown

-7.43%

Beta

0.48

Alpha

+2.78%

Information Ratio

0.78

Tracking Error

9.69%

Calmar Ratio

0.60

Up Capture

52.1%

Down Capture

24.5%

Win Rate

62.5%

Best Month

+5.68%

Worst Month

-6.81%