SBI Aeon Alpha Portfolio

Equity

SBI Funds Management Limited

1 Month

+1.54%

6 Months

+30.07%

1 Year

+24.64%

3 Years

+12.34%

5 Years

-

Since Inception

+14.97%

AUM

₹845 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.51%

Sharpe Ratio

0.87

Sortino Ratio

0.92

Max Drawdown

-19.36%

Beta

0.82

Alpha

+9.80%

Information Ratio

0.69

Tracking Error

11.30%

Calmar Ratio

1.11

Up Capture

107.7%

Down Capture

58.8%

Win Rate

66.7%

Best Month

+11.86%

Worst Month

-9.57%