Citrus Index Plus Fund Strategy

Equity

Citrus Advisors Private Limited

1 Month

+0.83%

6 Months

+1.03%

1 Year

+5.08%

3 Years

-

5 Years

-

Since Inception

+2.08%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.81%

Sharpe Ratio

-0.38

Sortino Ratio

-0.32

Max Drawdown

-18.08%

Beta

0.89

Alpha

-3.72%

Information Ratio

-0.82

Tracking Error

4.36%

Calmar Ratio

0.07

Up Capture

79.2%

Down Capture

92.6%

Win Rate

59.3%

Best Month

+9.53%

Worst Month

-11.08%