Q India Value Equity Strategy - Constrained XIX

Equity

Quantum Advisors Private Limited

1 Month

-1.05%

6 Months

-1.39%

1 Year

-1.22%

3 Years

-

5 Years

-

Since Inception

+1.25%

AUM

₹670 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.16%

Sharpe Ratio

-0.41

Sortino Ratio

-0.39

Max Drawdown

-14.21%

Beta

0.80

Alpha

-4.47%

Information Ratio

-0.86

Tracking Error

5.19%

Calmar Ratio

0.09

Up Capture

65.5%

Down Capture

77.7%

Win Rate

52.6%

Best Month

+8.90%

Worst Month

-11.18%