Tata PMS ACT Investment Approach

Equity

Tata Asset Management Private Limited

1 Month

-2.33%

6 Months

-2.72%

1 Year

-2.03%

3 Years

+6.85%

5 Years

+8.03%

Since Inception

+11.30%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.22%

Sharpe Ratio

0.26

Sortino Ratio

0.28

Max Drawdown

-17.50%

Beta

0.86

Alpha

-3.18%

Information Ratio

-0.56

Tracking Error

6.99%

Calmar Ratio

0.61

Up Capture

80.6%

Down Capture

88.6%

Win Rate

53.7%

Best Month

+8.31%

Worst Month

-9.56%