Globe Arbitrage/Special Situation

Equity

Globe Capital Market Ltd

1 Month

-2.83%

6 Months

+28.23%

1 Year

+3.63%

3 Years

+9.49%

5 Years

+11.50%

Since Inception

+14.19%

AUM

₹258 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.15%

Sharpe Ratio

0.40

Sortino Ratio

0.39

Max Drawdown

-22.79%

Beta

1.08

Alpha

+0.16%

Information Ratio

0.13

Tracking Error

10.18%

Calmar Ratio

0.64

Up Capture

94.8%

Down Capture

79.5%

Win Rate

68.3%

Best Month

+20.53%

Worst Month

-18.13%