FREEDOM ETF PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

-5.77%

6 Months

+8.67%

1 Year

-1.35%

3 Years

+8.94%

5 Years

+7.69%

Since Inception

+9.85%

AUM

₹292 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.28%

Sharpe Ratio

0.40

Sortino Ratio

0.34

Max Drawdown

-18.85%

Beta

1.01

Alpha

+0.49%

Information Ratio

0.23

Tracking Error

2.34%

Calmar Ratio

0.70

Up Capture

101.6%

Down Capture

99.2%

Win Rate

69.0%

Best Month

+11.20%

Worst Month

-11.75%