FREEDOM ETF PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

-0.13%

6 Months

+1.78%

1 Year

+6.32%

3 Years

+11.40%

5 Years

+9.32%

Since Inception

+10.72%

AUM

₹311 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.99%

Sharpe Ratio

0.57

Sortino Ratio

0.47

Max Drawdown

-18.85%

Beta

1.01

Alpha

+0.45%

Information Ratio

0.21

Tracking Error

2.37%

Calmar Ratio

0.82

Up Capture

101.6%

Down Capture

99.4%

Win Rate

70.7%

Best Month

+11.20%

Worst Month

-11.75%