Citrus Index Plus Fund Strategy

Equity

Citrus Advisors Private Limited

1 Month

-5.79%

6 Months

+7.04%

1 Year

-2.14%

3 Years

-

5 Years

-

Since Inception

-0.50%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.06%

Sharpe Ratio

-0.55

Sortino Ratio

-0.46

Max Drawdown

-18.08%

Beta

0.89

Alpha

-3.79%

Information Ratio

-0.80

Tracking Error

4.28%

Calmar Ratio

-0.07

Up Capture

79.2%

Down Capture

93.4%

Win Rate

57.1%

Best Month

+9.53%

Worst Month

-11.08%