Renaissance Alpha Portfolio

Equity

Renaissance Investment Managers Private Limited

1 Month

-3.66%

6 Months

+21.64%

1 Year

+30.73%

3 Years

+24.95%

5 Years

+19.92%

Since Inception

+16.99%

AUM

₹91 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.60%

Sharpe Ratio

0.90

Sortino Ratio

0.88

Max Drawdown

-23.61%

Beta

0.93

Alpha

+17.21%

Information Ratio

1.01

Tracking Error

15.68%

Calmar Ratio

1.08

Up Capture

141.9%

Down Capture

59.8%

Win Rate

67.5%

Best Month

+14.06%

Worst Month

-13.13%