East Green Liquid Strategy

Debt

East Green Advisors LLP

1 Month

+3.23%

6 Months

-9.57%

1 Year

+0.55%

3 Years

-

5 Years

-

Since Inception

+14.85%

AUM

₹60 Cr

Risk & Performance (vs NIFTY 500)

Volatility

2.23%

Sharpe Ratio

-0.44

Sortino Ratio

-1.02

Max Drawdown

-0.04%

Beta

0.01

Alpha

-1.07%

Information Ratio

-0.68

Tracking Error

14.85%

Calmar Ratio

150.50

Up Capture

15.3%

Down Capture

-11.1%

Win Rate

95.2%

Best Month

+3.23%

Worst Month

-0.04%