Neo Core Multicap Equity Strategy

Equity

Neo Asset Management Private Limited

1 Month

-4.64%

6 Months

+10.10%

1 Year

+1.01%

3 Years

-

5 Years

-

Since Inception

+0.26%

AUM

₹88 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.24%

Sharpe Ratio

-0.84

Sortino Ratio

-0.79

Max Drawdown

-15.27%

Beta

0.78

Alpha

-4.81%

Information Ratio

-0.35

Tracking Error

8.45%

Calmar Ratio

-0.38

Up Capture

52.4%

Down Capture

71.9%

Win Rate

50.0%

Best Month

+9.69%

Worst Month

-9.23%