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

Multi Asset

Neo Asset Management Private Limited

1 Month

+2.06%

6 Months

+1.17%

1 Year

-1.67%

3 Years

-

5 Years

-

Since Inception

+7.75%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.31%

Sharpe Ratio

0.11

Sortino Ratio

0.10

Max Drawdown

-17.49%

Beta

0.81

Alpha

-1.14%

Information Ratio

-0.30

Tracking Error

6.33%

Calmar Ratio

0.49

Up Capture

77.8%

Down Capture

74.2%

Win Rate

62.5%

Best Month

+10.03%

Worst Month

-11.59%