Q India Value Equity Strategy - Constrained XVII

Equity

Quantum Advisors Private Limited

1 Month

-6.60%

6 Months

+1.31%

1 Year

-8.52%

3 Years

-

5 Years

-

Since Inception

-2.48%

AUM

₹8 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.80%

Sharpe Ratio

-0.76

Sortino Ratio

-0.67

Max Drawdown

-12.20%

Beta

0.70

Alpha

-5.76%

Information Ratio

-0.70

Tracking Error

6.81%

Calmar Ratio

-0.22

Up Capture

56.4%

Down Capture

73.8%

Win Rate

50.0%

Best Month

+7.18%

Worst Month

-8.87%