SMC-Moderate

Equity

SMC Global Securities Limited

1 Month

-6.19%

6 Months

+1.47%

1 Year

-6.65%

3 Years

+5.36%

5 Years

+10.67%

Since Inception

+12.72%

AUM

₹2 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.07%

Sharpe Ratio

0.28

Sortino Ratio

0.25

Max Drawdown

-16.91%

Beta

0.97

Alpha

-1.29%

Information Ratio

-0.33

Tracking Error

3.95%

Calmar Ratio

0.66

Up Capture

98.7%

Down Capture

106.7%

Win Rate

59.5%

Best Month

+9.03%

Worst Month

-11.85%