Nuvama Equities eXpansion Target (NEXT) strategy

Equity

Nuvama Asset Management Limited

1 Month

-3.61%

6 Months

+30.63%

1 Year

+9.97%

3 Years

+13.25%

5 Years

-

Since Inception

+13.83%

AUM

₹192 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.26%

Sharpe Ratio

0.28

Sortino Ratio

0.32

Max Drawdown

-26.42%

Beta

1.22

Alpha

+1.06%

Information Ratio

0.23

Tracking Error

14.57%

Calmar Ratio

0.51

Up Capture

111.0%

Down Capture

97.2%

Win Rate

56.1%

Best Month

+21.65%

Worst Month

-15.66%