Neo Club - Multi Asset Structure Investment Strategy - Aggressive portfolio

Multi Asset

Neo Asset Management Private Limited

1 Month

+3.15%

6 Months

+11.76%

1 Year

+6.15%

3 Years

+10.44%

5 Years

-

Since Inception

+10.40%

AUM

₹25 Cr

Risk & Performance (vs NIFTY 500)

Volatility

46.91%

Sharpe Ratio

0.63

Sortino Ratio

1.66

Max Drawdown

-20.05%

Beta

1.32

Alpha

+21.97%

Information Ratio

0.61

Tracking Error

42.67%

Calmar Ratio

1.82

Up Capture

187.4%

Down Capture

81.4%

Win Rate

64.9%

Best Month

+77.81%

Worst Month

-12.65%