Spark Absolute Return Portfolio (ARP)

Equity

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

1 Month

+6.42%

6 Months

+25.33%

1 Year

+20.58%

3 Years

+13.26%

5 Years

-

Since Inception

+13.27%

AUM

₹100 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.68%

Sharpe Ratio

0.30

Sortino Ratio

0.36

Max Drawdown

-23.33%

Beta

1.05

Alpha

+1.53%

Information Ratio

0.21

Tracking Error

9.83%

Calmar Ratio

0.54

Up Capture

95.0%

Down Capture

76.0%

Win Rate

54.1%

Best Month

+21.48%

Worst Month

-11.12%