Neo Club - Multi Asset Structure Investment Strategy - Moderate Portfolio

Multi Asset

Neo Asset Management Private Limited

1 Month

-3.99%

6 Months

+14.44%

1 Year

-1.38%

3 Years

+8.24%

5 Years

-

Since Inception

+7.89%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.36%

Sharpe Ratio

0.03

Sortino Ratio

0.03

Max Drawdown

-17.23%

Beta

0.65

Alpha

+0.13%

Information Ratio

-0.06

Tracking Error

8.61%

Calmar Ratio

0.43

Up Capture

67.1%

Down Capture

53.8%

Win Rate

61.8%

Best Month

+11.20%

Worst Month

-9.09%