WILLOW LONG TERM VALUE STRATEGY

Equity

Willow Advisors Llp

1 Month

+0.58%

6 Months

+2.24%

1 Year

+3.20%

3 Years

+6.90%

5 Years

+5.27%

Since Inception

+8.91%

AUM

₹298 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.31%

Sharpe Ratio

0.30

Sortino Ratio

0.33

Max Drawdown

-19.13%

Beta

0.98

Alpha

-3.16%

Information Ratio

-0.55

Tracking Error

5.23%

Calmar Ratio

0.61

Up Capture

91.6%

Down Capture

104.3%

Win Rate

58.5%

Best Month

+12.10%

Worst Month

-12.01%