Neo Club - Multi Asset Structure Investment Strategy - Moderate Portfolio

Multi Asset

Neo Asset Management Private Limited

1 Month

+1.91%

6 Months

+8.37%

1 Year

+1.38%

3 Years

-

5 Years

-

Since Inception

+9.60%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.21%

Sharpe Ratio

0.18

Sortino Ratio

0.18

Max Drawdown

-17.23%

Beta

0.65

Alpha

+0.26%

Information Ratio

-0.14

Tracking Error

8.66%

Calmar Ratio

0.53

Up Capture

67.1%

Down Capture

51.9%

Win Rate

63.6%

Best Month

+11.20%

Worst Month

-9.09%