FindPMS IndiaPhillip Alpha Creation Equity Strategy
Equity
1 Month
+1.74%
6 Months
+8.28%
1 Year
+8.93%
3 Years
+9.16%
5 Years
+8.34%
Since Inception
+13.14%
AUM
₹208 Cr
Risk & Performance (vs NIFTY 500)
Volatility
10.64%
Sharpe Ratio
0.73
Sortino Ratio
0.75
Max Drawdown
-12.80%
Beta
0.66
Alpha
+2.51%
Information Ratio
-0.10
Tracking Error
6.61%
Calmar Ratio
1.15
Up Capture
76.0%
Down Capture
52.7%
Win Rate
70.7%
Best Month
+7.61%
Worst Month
-6.03%