BLUECHIP PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

-1.21%

6 Months

+5.09%

1 Year

+0.26%

3 Years

+9.53%

5 Years

+5.40%

Since Inception

+12.09%

AUM

₹1.6K Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.36%

Sharpe Ratio

0.34

Sortino Ratio

0.31

Max Drawdown

-20.84%

Beta

1.03

Alpha

-2.72%

Information Ratio

-0.32

Tracking Error

6.16%

Calmar Ratio

0.60

Up Capture

95.3%

Down Capture

105.2%

Win Rate

65.9%

Best Month

+11.50%

Worst Month

-10.49%