Renaissance Alpha Portfolio

Equity

Renaissance Investment Managers Private Limited

1 Month

+7.82%

6 Months

+17.07%

1 Year

+38.25%

3 Years

+26.84%

5 Years

+21.95%

Since Inception

+17.69%

AUM

₹99 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.61%

Sharpe Ratio

1.01

Sortino Ratio

0.97

Max Drawdown

-23.61%

Beta

0.93

Alpha

+17.28%

Information Ratio

0.98

Tracking Error

15.88%

Calmar Ratio

1.18

Up Capture

141.9%

Down Capture

59.4%

Win Rate

69.2%

Best Month

+14.06%

Worst Month

-13.13%