SMC-Customised

Equity

SMC Global Securities Limited

1 Month

+4.61%

6 Months

+21.79%

1 Year

+16.25%

3 Years

+13.02%

5 Years

+8.67%

Since Inception

+8.00%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

19.68%

Sharpe Ratio

0.53

Sortino Ratio

0.52

Max Drawdown

-26.47%

Beta

1.11

Alpha

+1.62%

Information Ratio

0.27

Tracking Error

11.13%

Calmar Ratio

0.66

Up Capture

108.2%

Down Capture

94.3%

Win Rate

63.4%

Best Month

+18.02%

Worst Month

-14.68%