MULTICAP PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

-5.01%

6 Months

+17.45%

1 Year

+7.76%

3 Years

+14.36%

5 Years

+12.85%

Since Inception

+13.93%

AUM

₹699 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.61%

Sharpe Ratio

0.68

Sortino Ratio

0.59

Max Drawdown

-30.34%

Beta

1.26

Alpha

+6.96%

Information Ratio

0.91

Tracking Error

9.19%

Calmar Ratio

0.69

Up Capture

142.0%

Down Capture

121.7%

Win Rate

71.4%

Best Month

+11.82%

Worst Month

-13.52%