Neo Core Multi Asset Capital Compounder Strategy

Multi Asset

Neo Asset Management Private Limited

1 Month

-4.53%

6 Months

+6.65%

1 Year

+5.60%

3 Years

-

5 Years

-

Since Inception

+5.09%

AUM

₹459 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.61%

Sharpe Ratio

-0.10

Sortino Ratio

-0.08

Max Drawdown

-9.02%

Beta

0.71

Alpha

+5.65%

Information Ratio

0.95

Tracking Error

8.22%

Calmar Ratio

0.62

Up Capture

88.9%

Down Capture

52.3%

Win Rate

83.3%

Best Month

+7.13%

Worst Month

-9.02%