Smart Beta Portfolio

Equity

Wealth Managers (India) Pvt. Ltd.

1 Month

-6.19%

6 Months

+5.03%

1 Year

-6.76%

3 Years

-

5 Years

-

Since Inception

+1.38%

AUM

₹4 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.59%

Sharpe Ratio

-0.37

Sortino Ratio

-0.33

Max Drawdown

-23.51%

Beta

1.08

Alpha

-3.10%

Information Ratio

-0.76

Tracking Error

3.93%

Calmar Ratio

0.02

Up Capture

103.9%

Down Capture

121.6%

Win Rate

56.7%

Best Month

+9.54%

Worst Month

-13.11%