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

Equity

SBI Funds Management Limited

1 Month

+0.84%

6 Months

+26.68%

1 Year

+13.95%

3 Years

+12.51%

5 Years

+12.53%

Since Inception

+14.70%

AUM

₹672 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.35%

Sharpe Ratio

0.71

Sortino Ratio

0.70

Max Drawdown

-17.86%

Beta

0.87

Alpha

+5.94%

Information Ratio

0.55

Tracking Error

8.41%

Calmar Ratio

1.00

Up Capture

103.2%

Down Capture

73.2%

Win Rate

69.0%

Best Month

+13.02%

Worst Month

-7.84%