STRATEGIC EQUITY

Equity

Sundaram Alternate Assets Limited

1 Month

-21.15%

6 Months

-31.10%

1 Year

-18.65%

3 Years

+5.67%

5 Years

+6.95%

Since Inception

+10.56%

AUM

-

Risk & Performance (vs NIFTY 500)

Volatility

20.58%

Sharpe Ratio

0.03

Sortino Ratio

0.02

Max Drawdown

-31.54%

Beta

1.26

Alpha

-20.80%

Information Ratio

-0.92

Tracking Error

13.96%

Calmar Ratio

0.24

Up Capture

90.5%

Down Capture

221.7%

Win Rate

72.7%

Best Month

+7.13%

Worst Month

-21.15%