The Alpha I Strategy

Equity

Anand Rathi Advisors Limited

1 Month

+2.09%

6 Months

+7.30%

1 Year

+8.16%

3 Years

+13.97%

5 Years

-

Since Inception

+18.03%

AUM

₹11 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.30%

Sharpe Ratio

0.68

Sortino Ratio

0.62

Max Drawdown

-19.96%

Beta

1.00

Alpha

+2.42%

Information Ratio

0.51

Tracking Error

4.31%

Calmar Ratio

0.87

Up Capture

103.7%

Down Capture

90.6%

Win Rate

75.6%

Best Month

+11.75%

Worst Month

-10.97%