MULTI FACTOR PORTFOLIO - LARGE and MID CAP ALLOCATOR

Equity

Waterfield Financial And Investment Advisors Private Limited

1 Month

-0.19%

6 Months

+5.62%

1 Year

+8.30%

3 Years

-

5 Years

-

Since Inception

+4.38%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.44%

Sharpe Ratio

0.17

Sortino Ratio

0.18

Max Drawdown

-10.49%

Beta

0.88

Alpha

+5.19%

Information Ratio

0.98

Tracking Error

5.10%

Calmar Ratio

0.92

Up Capture

104.1%

Down Capture

77.1%

Win Rate

60.0%

Best Month

+8.85%

Worst Month

-9.14%