MULTICAP PORTFOLIO

Equity

NJ Asset Management Private Limited

1 Month

+2.92%

6 Months

+8.20%

1 Year

+15.48%

3 Years

+18.05%

5 Years

+15.54%

Since Inception

+14.61%

AUM

₹699 Cr

Risk & Performance (vs NIFTY 500)

Volatility

20.52%

Sharpe Ratio

0.80

Sortino Ratio

0.69

Max Drawdown

-30.34%

Beta

1.28

Alpha

+6.25%

Information Ratio

0.89

Tracking Error

9.30%

Calmar Ratio

0.77

Up Capture

142.0%

Down Capture

126.7%

Win Rate

73.2%

Best Month

+11.82%

Worst Month

-13.52%