SBI Aeon Alpha Portfolio

Equity

SBI Funds Management Limited

1 Month

+1.59%

6 Months

+19.43%

1 Year

+19.85%

3 Years

+12.10%

5 Years

-

Since Inception

+14.88%

AUM

₹794 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.72%

Sharpe Ratio

0.86

Sortino Ratio

0.92

Max Drawdown

-19.36%

Beta

0.88

Alpha

+7.42%

Information Ratio

0.54

Tracking Error

10.81%

Calmar Ratio

1.11

Up Capture

107.7%

Down Capture

70.5%

Win Rate

65.9%

Best Month

+11.86%

Worst Month

-9.57%