BLUECHIP PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

-7.73%

6 Months

+8.33%

1 Year

-6.84%

3 Years

+6.21%

5 Years

+3.06%

Since Inception

+10.92%

AUM

₹1.5K Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.83%

Sharpe Ratio

0.16

Sortino Ratio

0.14

Max Drawdown

-20.84%

Beta

1.05

Alpha

-3.29%

Information Ratio

-0.40

Tracking Error

6.15%

Calmar Ratio

0.46

Up Capture

95.3%

Down Capture

108.3%

Win Rate

64.3%

Best Month

+11.50%

Worst Month

-10.49%