FindPMS IndiaPhillip Ethical India Portfolio
Equity
1 Month
+3.05%
6 Months
+16.92%
1 Year
+10.56%
3 Years
+6.67%
5 Years
+7.52%
Since Inception
+10.85%
AUM
₹11 Cr
Risk & Performance (vs NIFTY 500)
Volatility
16.47%
Sharpe Ratio
0.33
Sortino Ratio
0.32
Max Drawdown
-23.95%
Beta
0.96
Alpha
-2.25%
Information Ratio
-0.24
Tracking Error
8.45%
Calmar Ratio
0.52
Up Capture
87.6%
Down Capture
88.7%
Win Rate
65.9%
Best Month
+14.07%
Worst Month
-10.45%