Relative value SWF

Equity

Laburnum Capital Advisors Private Limited

1 Month

-0.99%

6 Months

+1.85%

1 Year

+7.30%

3 Years

-

5 Years

-

Since Inception

+7.00%

AUM

₹5.7K Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.95%

Sharpe Ratio

-3.96

Sortino Ratio

-2.70

Max Drawdown

-2.14%

Beta

0.02

Alpha

-7.60%

Information Ratio

-0.19

Tracking Error

16.36%

Calmar Ratio

-0.34

Up Capture

5.6%

Down Capture

10.0%

Win Rate

38.1%

Best Month

+1.77%

Worst Month

-1.18%