Q India Value Equity Strategy - Constrained XVII

Equity

Quantum Advisors Private Limited

1 Month

-1.11%

6 Months

-1.15%

1 Year

-2.65%

3 Years

-

5 Years

-

Since Inception

+1.51%

AUM

₹9 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.99%

Sharpe Ratio

-0.46

Sortino Ratio

-0.42

Max Drawdown

-12.20%

Beta

0.66

Alpha

-4.51%

Information Ratio

-0.65

Tracking Error

6.99%

Calmar Ratio

0.12

Up Capture

56.4%

Down Capture

65.7%

Win Rate

52.6%

Best Month

+7.18%

Worst Month

-8.87%