Multi Asset Aggresive

Multi Asset

Marcellus Investment Managers Private Limited

1 Month

-5.06%

6 Months

+5.12%

1 Year

+2.27%

3 Years

-

5 Years

-

Since Inception

+5.62%

AUM

₹17 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.86%

Sharpe Ratio

-0.20

Sortino Ratio

-0.15

Max Drawdown

-9.13%

Beta

0.61

Alpha

+1.37%

Information Ratio

0.33

Tracking Error

8.57%

Calmar Ratio

0.50

Up Capture

56.9%

Down Capture

38.8%

Win Rate

68.4%

Best Month

+6.78%

Worst Month

-8.15%