PMS Services to PF and Institutional Treasuries (Hybrid)

Hybrid

SBI Funds Management Limited

1 Month

-0.08%

6 Months

+1.95%

1 Year

+5.62%

3 Years

+6.98%

5 Years

-

Since Inception

+6.80%

AUM

₹719 Cr

Risk & Performance (vs NIFTY 500)

Volatility

5.51%

Sharpe Ratio

0.01

Sortino Ratio

0.01

Max Drawdown

-8.65%

Beta

0.32

Alpha

-1.16%

Information Ratio

-0.42

Tracking Error

10.52%

Calmar Ratio

0.82

Up Capture

42.7%

Down Capture

27.5%

Win Rate

73.0%

Best Month

+3.83%

Worst Month

-4.80%