Nuvama Absolute Return Strategy

Debt

Nuvama Asset Management Limited

1 Month

-0.97%

6 Months

+6.13%

1 Year

-0.22%

3 Years

+7.76%

5 Years

-

Since Inception

+8.01%

AUM

₹175 Cr

Risk & Performance (vs NIFTY 500)

Volatility

6.48%

Sharpe Ratio

0.13

Sortino Ratio

0.10

Max Drawdown

-8.71%

Beta

0.33

Alpha

-0.62%

Information Ratio

-0.39

Tracking Error

10.99%

Calmar Ratio

0.90

Up Capture

41.2%

Down Capture

21.4%

Win Rate

75.6%

Best Month

+3.67%

Worst Month

-8.52%