Globe Arbitrage/Special Situation

Equity

Globe Capital Market Ltd

1 Month

+0.85%

6 Months

+8.05%

1 Year

+9.85%

3 Years

+12.06%

5 Years

+13.17%

Since Inception

+14.44%

AUM

₹273 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.25%

Sharpe Ratio

0.47

Sortino Ratio

0.45

Max Drawdown

-22.79%

Beta

1.12

Alpha

-1.50%

Information Ratio

0.04

Tracking Error

10.18%

Calmar Ratio

0.70

Up Capture

94.8%

Down Capture

84.1%

Win Rate

70.0%

Best Month

+20.53%

Worst Month

-18.13%