Performance Analytics

Fund Performance

Comprehensive performance analysis and risk metrics demonstrating consistent alpha generation across market cycles through systematic quantitative strategies.

Total Return
162.4%
+32.4%YTD
Annualized Return
24.7%
+2.1%Since Inception
Sharpe Ratio
2.14
+0.1512M
Maximum Drawdown
-4.2%
-1.1%12M
Volatility
12.8%
-0.8%12M
Win Rate
87.3%
+2.1%12M
Alpha
18.9%
+3.2%12M
Beta
0.12
-0.0312M
Cumulative Performance
Fund performance vs benchmark over selected period
1Y • NIFTY50
Obsidian Fund
Nifty50
Jan 2025 - Aug 2025 (Daily Data)
Monthly Returns
Month-by-month performance comparison
Jan 2025
+8.7%vs +2.1%
Dec 2024
+4.2%vs +1.8%
Nov 2024
+6.1%vs -0.5%
Oct 2024
+3.9%vs +2.7%
Sep 2024
+5.8%vs +1.2%
Aug 2024
+7.3%vs +3.1%
Risk Analysis
Comprehensive risk assessment metrics
Value at Risk (95%)-2.1%
Conditional VaR-3.8%
Tracking Error4.2%
Information Ratio2.87
Calmar Ratio5.88
Sortino Ratio3.42
Performance Attribution
Breakdown of returns by strategy and factor exposure

Strategy Contribution

Quantum Momentum Arbitrage+8.7%
Multi-Factor Alpha Harvesting+6.2%
Volatility Surface Exploitation+9.1%
Cross-Asset Momentum+4.8%
Risk Parity Framework-1.2%

Factor Exposure

Market Beta
0.12+2.1%
Size Factor
-0.03-0.2%
Value Factor
0.08+1.4%
Momentum Factor
0.45+12.8%
Quality Factor
0.15+3.7%
Low Volatility
-0.22-1.8%

Important Disclaimers

Past performance is not indicative of future results. All investments involve risk, including potential loss of principal.

Performance data is presented net of management fees and expenses. Benchmark comparisons are provided for informational purposes only.

This information is confidential and proprietary to Obsidian Quantitative Fund and is intended solely for the use of current and prospective investors.