SBI ESG Portfolio (formerly known as SBI Growth With Values Portfolio)

Equity

SBI Funds Management Limited

1 Month

+0.25%

6 Months

+15.78%

1 Year

+11.85%

3 Years

+12.82%

5 Years

+13.21%

Since Inception

+14.73%

AUM

₹665 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.54%

Sharpe Ratio

0.71

Sortino Ratio

0.72

Max Drawdown

-17.86%

Beta

0.92

Alpha

+3.67%

Information Ratio

0.35

Tracking Error

7.76%

Calmar Ratio

1.01

Up Capture

103.2%

Down Capture

85.2%

Win Rate

68.3%

Best Month

+13.02%

Worst Month

-7.84%