THE HERON

Equity

Allegro Securities Pvt Ltd

1 Month

-0.42%

6 Months

+17.34%

1 Year

+3.35%

3 Years

-

5 Years

-

Since Inception

+7.25%

AUM

₹16 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.44%

Sharpe Ratio

0.19

Sortino Ratio

0.21

Max Drawdown

-15.21%

Beta

0.48

Alpha

+2.47%

Information Ratio

0.14

Tracking Error

12.96%

Calmar Ratio

0.62

Up Capture

51.2%

Down Capture

16.5%

Win Rate

57.9%

Best Month

+8.03%

Worst Month

-7.14%