Neo Multi Asset Aggressive Strategy

Multi Asset

Neo Asset Management Private Limited

1 Month

+1.48%

6 Months

+3.05%

1 Year

+11.68%

3 Years

-

5 Years

-

Since Inception

+12.56%

AUM

₹55 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.47%

Sharpe Ratio

0.31

Sortino Ratio

0.22

Max Drawdown

-10.86%

Beta

0.86

Alpha

+7.03%

Information Ratio

1.44

Tracking Error

4.59%

Calmar Ratio

1.08

Up Capture

105.6%

Down Capture

64.0%

Win Rate

75.0%

Best Month

+9.33%

Worst Month

-10.23%