MULTI FACTOR PORTFOLIO - LARGE and MID CAP ALLOCATOR

Equity

Waterfield Financial And Investment Advisors Private Limited

1 Month

-5.82%

6 Months

+9.47%

1 Year

-0.26%

3 Years

-

5 Years

-

Since Inception

+0.74%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.88%

Sharpe Ratio

-0.10

Sortino Ratio

-0.10

Max Drawdown

-10.49%

Beta

0.89

Alpha

+4.39%

Information Ratio

0.96

Tracking Error

4.98%

Calmar Ratio

0.52

Up Capture

104.1%

Down Capture

80.8%

Win Rate

57.1%

Best Month

+8.85%

Worst Month

-9.14%