ETHICAL PORTFOLIO

Equity

Geojit Financial Services Ltd

1 Month

+1.73%

6 Months

+9.02%

1 Year

+1.62%

3 Years

+4.68%

5 Years

-

Since Inception

+5.77%

AUM

₹13 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.83%

Sharpe Ratio

-0.14

Sortino Ratio

-0.14

Max Drawdown

-28.86%

Beta

0.99

Alpha

-6.11%

Information Ratio

-0.70

Tracking Error

7.88%

Calmar Ratio

0.16

Up Capture

77.2%

Down Capture

97.9%

Win Rate

59.5%

Best Month

+14.41%

Worst Month

-10.99%