Relative Value Approach

Equity

Laburnum Capital Advisors Private Limited

1 Month

-1.36%

6 Months

+7.93%

1 Year

+9.51%

3 Years

+10.81%

5 Years

+11.53%

Since Inception

+18.09%

AUM

₹147 Cr

Risk & Performance (vs NIFTY 500)

Volatility

5.80%

Sharpe Ratio

-0.42

Sortino Ratio

-0.61

Max Drawdown

-3.71%

Beta

0.11

Alpha

-2.46%

Information Ratio

-0.23

Tracking Error

15.40%

Calmar Ratio

1.23

Up Capture

29.5%

Down Capture

16.1%

Win Rate

45.8%

Best Month

+4.67%

Worst Month

-3.41%