Q India Value Equity Strategy - Constrained XVIII

Equity

Quantum Advisors Private Limited

1 Month

-6.33%

6 Months

+3.45%

1 Year

-7.68%

3 Years

-

5 Years

-

Since Inception

-5.10%

AUM

₹70 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.21%

Sharpe Ratio

-0.88

Sortino Ratio

-0.83

Max Drawdown

-13.85%

Beta

0.76

Alpha

-8.15%

Information Ratio

-1.11

Tracking Error

6.67%

Calmar Ratio

-0.39

Up Capture

50.8%

Down Capture

80.5%

Win Rate

50.0%

Best Month

+8.86%

Worst Month

-11.22%