THE HERON

Equity

Allegro Securities Pvt Ltd

1 Month

-0.91%

6 Months

+9.43%

1 Year

+2.15%

3 Years

-

5 Years

-

Since Inception

+7.94%

AUM

₹16 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.76%

Sharpe Ratio

0.25

Sortino Ratio

0.26

Max Drawdown

-15.21%

Beta

0.51

Alpha

+0.87%

Information Ratio

-0.14

Tracking Error

12.53%

Calmar Ratio

0.67

Up Capture

51.2%

Down Capture

19.2%

Win Rate

61.1%

Best Month

+8.03%

Worst Month

-7.14%