The Alpha I Strategy

Equity

Anand Rathi Advisors Limited

1 Month

-4.86%

6 Months

+14.67%

1 Year

+1.84%

3 Years

+11.45%

5 Years

-

Since Inception

+15.89%

AUM

₹10 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.48%

Sharpe Ratio

0.54

Sortino Ratio

0.49

Max Drawdown

-19.96%

Beta

0.99

Alpha

+2.72%

Information Ratio

0.57

Tracking Error

4.28%

Calmar Ratio

0.77

Up Capture

103.7%

Down Capture

89.7%

Win Rate

73.8%

Best Month

+11.75%

Worst Month

-10.97%