Q India Value Equity Strategy - Constrained XIX

Equity

Quantum Advisors Private Limited

1 Month

-6.48%

6 Months

+3.84%

1 Year

-7.16%

3 Years

-

5 Years

-

Since Inception

-2.81%

AUM

₹627 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.72%

Sharpe Ratio

-0.67

Sortino Ratio

-0.62

Max Drawdown

-14.21%

Beta

0.82

Alpha

-5.18%

Information Ratio

-0.91

Tracking Error

5.06%

Calmar Ratio

-0.20

Up Capture

65.5%

Down Capture

83.4%

Win Rate

50.0%

Best Month

+8.90%

Worst Month

-11.18%