Neo Multi Asset Aggressive Strategy

Multi Asset

Neo Asset Management Private Limited

1 Month

-4.29%

6 Months

+9.87%

1 Year

+2.36%

3 Years

-

5 Years

-

Since Inception

+7.30%

AUM

₹54 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.67%

Sharpe Ratio

-0.04

Sortino Ratio

-0.03

Max Drawdown

-10.86%

Beta

0.86

Alpha

+6.84%

Information Ratio

1.68

Tracking Error

4.51%

Calmar Ratio

0.59

Up Capture

105.6%

Down Capture

66.5%

Win Rate

69.2%

Best Month

+9.33%

Worst Month

-10.23%