Neo Multi Asset Moderate Strategy

Multi Asset

Neo Asset Management Private Limited

1 Month

+2.07%

6 Months

+3.98%

1 Year

+14.00%

3 Years

-

5 Years

-

Since Inception

+14.16%

AUM

₹327 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.48%

Sharpe Ratio

0.63

Sortino Ratio

0.43

Max Drawdown

-8.80%

Beta

0.60

Alpha

+10.10%

Information Ratio

1.20

Tracking Error

8.76%

Calmar Ratio

1.61

Up Capture

70.2%

Down Capture

-2.9%

Win Rate

84.6%

Best Month

+7.51%

Worst Month

-7.56%