Nuvama Absolute Return Strategy

Debt

Nuvama Asset Management Limited

1 Month

-0.49%

6 Months

-1.97%

1 Year

+1.33%

3 Years

+8.29%

5 Years

-

Since Inception

+8.54%

AUM

₹223 Cr

Risk & Performance (vs NIFTY 500)

Volatility

6.50%

Sharpe Ratio

0.21

Sortino Ratio

0.16

Max Drawdown

-8.71%

Beta

0.33

Alpha

-0.88%

Information Ratio

-0.54

Tracking Error

10.73%

Calmar Ratio

0.96

Up Capture

41.2%

Down Capture

22.1%

Win Rate

77.5%

Best Month

+3.67%

Worst Month

-8.52%