Pure Alpha

Equity

Wave Asset Private Limited

1 Month

-0.38%

6 Months

+6.45%

1 Year

+9.69%

3 Years

-

5 Years

-

Since Inception

+13.06%

AUM

₹24 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.74%

Sharpe Ratio

0.45

Sortino Ratio

0.43

Max Drawdown

-11.36%

Beta

0.68

Alpha

+6.63%

Information Ratio

0.61

Tracking Error

9.91%

Calmar Ratio

1.15

Up Capture

72.9%

Down Capture

23.9%

Win Rate

72.4%

Best Month

+15.38%

Worst Month

-10.71%