Renaissance Platinum Portfolio
Equity
1 Month
-3.80%
6 Months
-1.27%
1 Year
-6.92%
3 Years
+8.44%
5 Years
+12.08%
Since Inception
+14.75%
AUM
₹132 Cr
Risk & Performance (vs NIFTY 500)
Volatility
17.81%
Sharpe Ratio
-0.17
Sortino Ratio
-0.18
Max Drawdown
-19.41%
Beta
0.77
Alpha
-1.24%
Information Ratio
-0.02
Tracking Error
13.92%
Calmar Ratio
0.21
Up Capture
88.1%
Down Capture
85.7%
Win Rate
51.5%
Best Month
+12.07%
Worst Month
-10.03%