MultiAssetConservative

Multi Asset

Marcellus Investment Managers Private Limited

1 Month

-3.52%

6 Months

+3.00%

1 Year

+2.88%

3 Years

-

5 Years

-

Since Inception

+6.47%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

8.22%

Sharpe Ratio

-0.12

Sortino Ratio

-0.09

Max Drawdown

-6.49%

Beta

0.39

Alpha

+1.40%

Information Ratio

0.32

Tracking Error

11.80%

Calmar Ratio

0.92

Up Capture

40.6%

Down Capture

16.2%

Win Rate

68.4%

Best Month

+4.50%

Worst Month

-5.82%