SPARK INDIA 75 ACTIVE ALPHA STRATEGY

Equity

Spark Asia Impact Managers Private Limited

1 Month

-0.65%

6 Months

-7.20%

1 Year

+1.58%

3 Years

+9.59%

5 Years

-

Since Inception

+8.94%

AUM

₹204 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.05%

Sharpe Ratio

0.12

Sortino Ratio

0.13

Max Drawdown

-16.08%

Beta

0.85

Alpha

-2.46%

Information Ratio

-0.49

Tracking Error

6.26%

Calmar Ratio

0.54

Up Capture

80.9%

Down Capture

85.9%

Win Rate

50.0%

Best Month

+8.71%

Worst Month

-11.17%