Value Driven Approach

Equity

Globe Capital Market Ltd

1 Month

-2.04%

6 Months

+28.94%

1 Year

+1.23%

3 Years

+11.00%

5 Years

+14.47%

Since Inception

+13.03%

AUM

₹1.2K Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.11%

Sharpe Ratio

0.61

Sortino Ratio

0.61

Max Drawdown

-25.37%

Beta

1.37

Alpha

+4.54%

Information Ratio

0.64

Tracking Error

11.86%

Calmar Ratio

0.83

Up Capture

133.4%

Down Capture

112.2%

Win Rate

68.3%

Best Month

+25.04%

Worst Month

-18.09%