Spark Absolute Return Portfolio (ARP)

Equity

Spark PWM Private Limited (Spark Family Office And Investment Advisors (India) Private Limited)

1 Month

+1.41%

6 Months

+43.01%

1 Year

+21.51%

3 Years

+13.57%

5 Years

-

Since Inception

+13.40%

AUM

₹101 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.43%

Sharpe Ratio

0.31

Sortino Ratio

0.37

Max Drawdown

-23.33%

Beta

0.99

Alpha

+4.28%

Information Ratio

0.41

Tracking Error

10.49%

Calmar Ratio

0.55

Up Capture

95.0%

Down Capture

63.9%

Win Rate

55.3%

Best Month

+21.48%

Worst Month

-11.12%