Tata PMS ACT Investment Approach

Equity

Tata Asset Management Private Limited

1 Month

-1.42%

6 Months

+6.06%

1 Year

-2.46%

3 Years

+6.24%

5 Years

+7.05%

Since Inception

+10.96%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.10%

Sharpe Ratio

0.21

Sortino Ratio

0.23

Max Drawdown

-17.50%

Beta

0.82

Alpha

-1.65%

Information Ratio

-0.35

Tracking Error

7.36%

Calmar Ratio

0.57

Up Capture

80.6%

Down Capture

80.8%

Win Rate

52.4%

Best Month

+8.31%

Worst Month

-9.56%