Neo Multi Asset Moderate Strategy

Multi Asset

Neo Asset Management Private Limited

1 Month

-3.48%

6 Months

+8.57%

1 Year

+6.26%

3 Years

-

5 Years

-

Since Inception

+9.72%

AUM

₹313 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.84%

Sharpe Ratio

0.23

Sortino Ratio

0.17

Max Drawdown

-8.80%

Beta

0.62

Alpha

+9.03%

Information Ratio

1.39

Tracking Error

8.53%

Calmar Ratio

1.11

Up Capture

70.2%

Down Capture

13.0%

Win Rate

78.6%

Best Month

+7.51%

Worst Month

-7.56%