Smart Beta Portfolio

Equity

Wealth Managers (India) Pvt. Ltd.

1 Month

+2.63%

6 Months

+0.45%

1 Year

-0.55%

3 Years

-

5 Years

-

Since Inception

+4.36%

AUM

₹5 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.39%

Sharpe Ratio

-0.22

Sortino Ratio

-0.19

Max Drawdown

-23.51%

Beta

1.08

Alpha

-3.39%

Information Ratio

-0.74

Tracking Error

4.00%

Calmar Ratio

0.14

Up Capture

103.9%

Down Capture

124.0%

Win Rate

58.6%

Best Month

+9.54%

Worst Month

-13.11%