SAMMAAN INDIA

Equity

Laurel Securities Private Limited

1 Month

-0.44%

6 Months

+7.75%

1 Year

+5.38%

3 Years

-

5 Years

-

Since Inception

+1.19%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

29.82%

Sharpe Ratio

-0.05

Sortino Ratio

-0.06

Max Drawdown

-22.98%

Beta

1.59

Alpha

+2.56%

Information Ratio

0.23

Tracking Error

15.28%

Calmar Ratio

0.23

Up Capture

139.6%

Down Capture

131.2%

Win Rate

50.0%

Best Month

+21.61%

Worst Month

-15.31%