Relative value SWF

Equity

Laburnum Capital Advisors Private Limited

1 Month

+1.77%

6 Months

+2.43%

1 Year

+7.42%

3 Years

-

5 Years

-

Since Inception

+7.77%

AUM

₹5.8K Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.85%

Sharpe Ratio

-3.87

Sortino Ratio

-2.70

Max Drawdown

-2.14%

Beta

0.02

Alpha

-7.04%

Information Ratio

-0.16

Tracking Error

16.77%

Calmar Ratio

-0.07

Up Capture

5.6%

Down Capture

7.0%

Win Rate

40.0%

Best Month

+1.77%

Worst Month

-1.18%