SMC-Moderate

Equity

SMC Global Securities Limited

1 Month

-1.93%

6 Months

-4.66%

1 Year

+1.38%

3 Years

+8.05%

5 Years

+13.10%

Since Inception

+13.92%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.73%

Sharpe Ratio

0.45

Sortino Ratio

0.40

Max Drawdown

-16.91%

Beta

0.97

Alpha

-1.17%

Information Ratio

-0.31

Tracking Error

4.00%

Calmar Ratio

0.80

Up Capture

98.7%

Down Capture

106.9%

Win Rate

61.0%

Best Month

+9.03%

Worst Month

-11.85%