Signature Option

Hybrid

Nippon Life India Asset Management Ltd

1 Month

+0.04%

6 Months

+2.39%

1 Year

+3.87%

3 Years

+5.88%

5 Years

+3.80%

Since Inception

+4.13%

AUM

₹37 Cr

Risk & Performance (vs NIFTY 500)

Volatility

3.86%

Sharpe Ratio

-0.23

Sortino Ratio

-0.22

Max Drawdown

-4.60%

Beta

0.10

Alpha

-1.68%

Information Ratio

-0.66

Tracking Error

13.66%

Calmar Ratio

1.33

Up Capture

21.9%

Down Capture

0.1%

Win Rate

75.6%

Best Month

+2.18%

Worst Month

-4.49%