Q India Value Equity Strategy - Constrained XVIII

Equity

Quantum Advisors Private Limited

1 Month

-1.42%

6 Months

-1.94%

1 Year

-1.82%

3 Years

-

5 Years

-

Since Inception

-1.43%

AUM

₹74 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.72%

Sharpe Ratio

-0.64

Sortino Ratio

-0.62

Max Drawdown

-13.85%

Beta

0.74

Alpha

-7.55%

Information Ratio

-1.09

Tracking Error

6.86%

Calmar Ratio

-0.13

Up Capture

50.8%

Down Capture

74.7%

Win Rate

52.6%

Best Month

+8.86%

Worst Month

-11.22%