Quantitative Alpha Fund

Multi Asset

FORTUNE WEALTH MANAGEMENT CO INDIA P LTD

1 Month

-6.14%

6 Months

+12.40%

1 Year

+1.51%

3 Years

-

5 Years

-

Since Inception

+6.68%

AUM

₹26 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.40%

Sharpe Ratio

-0.12

Sortino Ratio

-0.11

Max Drawdown

-14.12%

Beta

1.10

Alpha

+3.07%

Information Ratio

0.52

Tracking Error

5.62%

Calmar Ratio

0.34

Up Capture

116.2%

Down Capture

102.6%

Win Rate

61.1%

Best Month

+12.04%

Worst Month

-13.12%