SPARK INDIA 75 ACTIVE ALPHA STRATEGY

Equity

Spark Asia Impact Managers Private Limited

1 Month

-2.98%

6 Months

+1.36%

1 Year

-2.81%

3 Years

+7.03%

5 Years

-

Since Inception

+7.67%

AUM

₹198 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.02%

Sharpe Ratio

0.03

Sortino Ratio

0.03

Max Drawdown

-16.08%

Beta

0.83

Alpha

-1.62%

Information Ratio

-0.32

Tracking Error

6.42%

Calmar Ratio

0.46

Up Capture

80.9%

Down Capture

81.7%

Win Rate

48.7%

Best Month

+8.71%

Worst Month

-11.17%