THE GREEN ETHICAL FUND

Equity

Green Portfolio Private Limited

1 Month

+3.57%

6 Months

+33.59%

1 Year

+23.07%

3 Years

-

5 Years

-

Since Inception

+10.91%

AUM

₹40 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.58%

Sharpe Ratio

0.21

Sortino Ratio

0.22

Max Drawdown

-24.05%

Beta

1.19

Alpha

+11.02%

Information Ratio

0.75

Tracking Error

14.50%

Calmar Ratio

0.49

Up Capture

122.5%

Down Capture

66.6%

Win Rate

65.4%

Best Month

+23.00%

Worst Month

-12.59%