QUANT

Equity

Sundaram Alternate Assets Limited

1 Month

-5.46%

6 Months

+6.53%

1 Year

+2.71%

3 Years

+6.54%

5 Years

+7.22%

Since Inception

+8.39%

AUM

₹55 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.07%

Sharpe Ratio

0.18

Sortino Ratio

0.14

Max Drawdown

-15.60%

Beta

0.77

Alpha

-2.19%

Information Ratio

-0.74

Tracking Error

4.79%

Calmar Ratio

0.59

Up Capture

77.8%

Down Capture

82.5%

Win Rate

66.7%

Best Month

+7.74%

Worst Month

-10.63%