Nuvama Equities eXpansion Target (NEXT) strategy

Equity

Nuvama Asset Management Limited

1 Month

+2.94%

6 Months

+19.15%

1 Year

+14.85%

3 Years

+14.64%

5 Years

-

Since Inception

+15.49%

AUM

₹214 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.39%

Sharpe Ratio

0.35

Sortino Ratio

0.40

Max Drawdown

-26.42%

Beta

1.26

Alpha

-0.47%

Information Ratio

0.18

Tracking Error

14.71%

Calmar Ratio

0.57

Up Capture

111.0%

Down Capture

102.0%

Win Rate

57.5%

Best Month

+21.65%

Worst Month

-15.66%