Multi Asset Aggresive

Multi Asset

Marcellus Investment Managers Private Limited

1 Month

+1.46%

6 Months

+1.71%

1 Year

+10.72%

3 Years

-

5 Years

-

Since Inception

+9.35%

AUM

₹17 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.25%

Sharpe Ratio

0.14

Sortino Ratio

0.10

Max Drawdown

-9.13%

Beta

0.58

Alpha

+2.70%

Information Ratio

0.28

Tracking Error

8.81%

Calmar Ratio

0.94

Up Capture

56.9%

Down Capture

28.9%

Win Rate

72.2%

Best Month

+6.78%

Worst Month

-8.15%