Track Record
Performance
17.2%
Annualized Returns (USD)
Since 2012
0.80
Sharpe Ratio
vs 0.40 Benchmark
9.0%
Jensen's Alpha
Annualized
Top 1%
Peer Ranking
Among 401 Funds
88%
Outperformance Rate
vs 10yr+ Funds
Growth of $100
Cumulative Performance Since Inception
ActiveAlpha
MSCI India
Year by Year
Annual Returns
Risk-Adjusted
Risk & Return Metrics
| Metric | ActiveAlpha | MSCI India |
|---|---|---|
| Annualized Return (USD) | 17.2% | 9.1% |
| Annualized Volatility | 16.8% | 19.2% |
| Sharpe Ratio | 0.80 | 0.40 |
| Sortino Ratio | 1.15 | 0.55 |
| Jensen's Alpha | 9.0% | — |
| Information Ratio | 0.72 | — |
| Max Drawdown | -18.2% | -28.5% |
| Upside Capture | 115% | 100% |
| Downside Capture | 72% | 100% |
| Beta | 0.85 | 1.00 |
Portfolio Quality
ROE
22.4%vs 14.8%
ROA
12.1%vs 7.2%
ROIC
19.8%vs 11.5%
D/E Ratio
0.3xvs 0.8x
P/E Ratio
18.5xvs 22.3x
EPS CAGR (5Y)
24.2%vs 15.1%
Top 1%
Among 401 India Funds
Ranked by risk-adjusted returns
Past performance does not guarantee future results. The performance data shown represents the composite performance of ActiveAlpha's systematic India equity strategy. Individual investor returns may vary based on timing of investment, fee structure, and specific fund vehicle. All returns are calculated in USD. Data source: ActiveAlpha internal records, independently verified. Benchmark: MSCI India Index (USD, Net Total Return).