Phillip Ethical India Portfolio

Equity

Phillipcapital (India) Pvt Ltd

1 Month

-2.70%

6 Months

+25.63%

1 Year

+8.93%

3 Years

+5.59%

5 Years

+6.22%

Since Inception

+10.40%

AUM

₹10 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.40%

Sharpe Ratio

0.26

Sortino Ratio

0.25

Max Drawdown

-23.95%

Beta

0.94

Alpha

-1.07%

Information Ratio

-0.13

Tracking Error

8.54%

Calmar Ratio

0.47

Up Capture

87.6%

Down Capture

83.6%

Win Rate

64.3%

Best Month

+14.07%

Worst Month

-10.45%