Neo Club - Multi Asset Structure Investment Strategy - Aggressive portfolio

Multi Asset

Neo Asset Management Private Limited

1 Month

-4.21%

6 Months

+22.57%

1 Year

+2.93%

3 Years

+8.81%

5 Years

-

Since Inception

+8.59%

AUM

₹24 Cr

Risk & Performance (vs NIFTY 500)

Volatility

46.46%

Sharpe Ratio

0.57

Sortino Ratio

1.50

Max Drawdown

-20.05%

Beta

1.31

Alpha

+22.34%

Information Ratio

0.61

Tracking Error

42.09%

Calmar Ratio

1.68

Up Capture

187.4%

Down Capture

80.2%

Win Rate

63.2%

Best Month

+77.81%

Worst Month

-12.65%