Vallum JAN Principles Approach

Equity

Vallum Capital Advisors Private Limited

1 Month

-1.19%

6 Months

+33.97%

1 Year

+17.50%

3 Years

-

5 Years

-

Since Inception

+17.50%

AUM

₹3 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.55%

Sharpe Ratio

0.54

Sortino Ratio

0.70

Max Drawdown

-12.69%

Beta

0.91

Alpha

+19.52%

Information Ratio

1.87

Tracking Error

10.33%

Calmar Ratio

1.38

Up Capture

111.7%

Down Capture

18.9%

Win Rate

58.3%

Best Month

+14.01%

Worst Month

-8.68%