Neo Club - Multi Asset Structure Investment Strategy - Moderately Aggressive portfolio

Multi Asset

Neo Asset Management Private Limited

1 Month

-5.70%

6 Months

+7.91%

1 Year

-8.07%

3 Years

-

5 Years

-

Since Inception

+5.02%

AUM

₹4 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.62%

Sharpe Ratio

-0.07

Sortino Ratio

-0.06

Max Drawdown

-17.49%

Beta

0.82

Alpha

-1.50%

Information Ratio

-0.29

Tracking Error

6.24%

Calmar Ratio

0.34

Up Capture

77.8%

Down Capture

77.0%

Win Rate

60.6%

Best Month

+10.03%

Worst Month

-11.59%