Phillip Alpha Creation Equity Strategy

Equity

Phillipcapital (India) Pvt Ltd

1 Month

-1.05%

6 Months

+13.97%

1 Year

+7.91%

3 Years

+8.59%

5 Years

+7.54%

Since Inception

+12.84%

AUM

₹205 Cr

Risk & Performance (vs NIFTY 500)

Volatility

10.58%

Sharpe Ratio

0.67

Sortino Ratio

0.70

Max Drawdown

-12.80%

Beta

0.64

Alpha

+3.45%

Information Ratio

0.10

Tracking Error

7.03%

Calmar Ratio

1.10

Up Capture

76.0%

Down Capture

48.5%

Win Rate

69.0%

Best Month

+7.61%

Worst Month

-6.03%