Barclays Discretionary Treasury Advantage

Debt

Barclays Securities (India) Private Limited

1 Month

+0.51%

6 Months

+3.24%

1 Year

+6.08%

3 Years

+6.46%

5 Years

+5.83%

Since Inception

+5.76%

AUM

₹31 Cr

Risk & Performance (vs NIFTY 500)

Volatility

0.23%

Sharpe Ratio

-

Sortino Ratio

-

Max Drawdown

-

Beta

0.00

Alpha

-0.51%

Information Ratio

-0.60

Tracking Error

14.62%

Calmar Ratio

-

Up Capture

15.3%

Down Capture

-16.4%

Win Rate

100.0%

Best Month

+0.65%

Worst Month

+0.33%