Pure Alpha

Equity

Wave Asset Private Limited

1 Month

-2.06%

6 Months

+16.75%

1 Year

+6.06%

3 Years

-

5 Years

-

Since Inception

+11.68%

AUM

₹24 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.65%

Sharpe Ratio

0.35

Sortino Ratio

0.34

Max Drawdown

-11.36%

Beta

0.67

Alpha

+7.07%

Information Ratio

0.74

Tracking Error

9.97%

Calmar Ratio

1.03

Up Capture

72.9%

Down Capture

25.3%

Win Rate

70.0%

Best Month

+15.38%

Worst Month

-10.71%