ETHICAL PORTFOLIO

Equity

Geojit Financial Services Ltd

1 Month

-6.78%

6 Months

+11.48%

1 Year

-3.46%

3 Years

+1.92%

5 Years

-

Since Inception

+4.08%

AUM

₹12 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.10%

Sharpe Ratio

-0.27

Sortino Ratio

-0.28

Max Drawdown

-28.86%

Beta

0.99

Alpha

-6.16%

Information Ratio

-0.72

Tracking Error

7.77%

Calmar Ratio

0.08

Up Capture

77.2%

Down Capture

100.0%

Win Rate

57.9%

Best Month

+14.41%

Worst Month

-10.99%