THE GREEN ETHICAL FUND

Equity

Green Portfolio Private Limited

1 Month

-0.72%

6 Months

+48.30%

1 Year

+22.27%

3 Years

-

5 Years

-

Since Inception

+10.15%

AUM

₹40 Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.16%

Sharpe Ratio

0.17

Sortino Ratio

0.19

Max Drawdown

-24.05%

Beta

1.13

Alpha

+13.02%

Information Ratio

0.88

Tracking Error

14.50%

Calmar Ratio

0.46

Up Capture

122.5%

Down Capture

59.6%

Win Rate

63.0%

Best Month

+23.00%

Worst Month

-12.59%