Signature Option

Hybrid

Nippon Life India Asset Management Ltd

1 Month

+0.01%

6 Months

+2.72%

1 Year

+3.73%

3 Years

+5.47%

5 Years

+2.93%

Since Inception

+4.12%

AUM

₹37 Cr

Risk & Performance (vs NIFTY 500)

Volatility

3.82%

Sharpe Ratio

-0.27

Sortino Ratio

-0.26

Max Drawdown

-4.60%

Beta

0.10

Alpha

-1.59%

Information Ratio

-0.51

Tracking Error

13.96%

Calmar Ratio

1.30

Up Capture

21.9%

Down Capture

0.1%

Win Rate

76.2%

Best Month

+2.18%

Worst Month

-4.49%