Quantitative Alpha Fund

Multi Asset

FORTUNE WEALTH MANAGEMENT CO INDIA P LTD

1 Month

+0.45%

6 Months

+4.04%

1 Year

+9.71%

3 Years

-

5 Years

-

Since Inception

+11.82%

AUM

₹28 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.01%

Sharpe Ratio

0.17

Sortino Ratio

0.16

Max Drawdown

-14.12%

Beta

1.11

Alpha

+3.11%

Information Ratio

0.57

Tracking Error

5.77%

Calmar Ratio

0.71

Up Capture

116.2%

Down Capture

102.0%

Win Rate

64.7%

Best Month

+12.04%

Worst Month

-13.12%