WILLOW LONG TERM VALUE STRATEGY

Equity

Willow Advisors Llp

1 Month

-5.13%

6 Months

+10.24%

1 Year

-2.43%

3 Years

+5.44%

5 Years

+4.18%

Since Inception

+7.94%

AUM

₹280 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.47%

Sharpe Ratio

0.17

Sortino Ratio

0.19

Max Drawdown

-19.13%

Beta

0.97

Alpha

-2.76%

Information Ratio

-0.50

Tracking Error

5.19%

Calmar Ratio

0.51

Up Capture

91.6%

Down Capture

102.3%

Win Rate

57.1%

Best Month

+12.10%

Worst Month

-12.01%