Value Driven Approach

Equity

Globe Capital Market Ltd

1 Month

+0.04%

6 Months

+7.82%

1 Year

+8.41%

3 Years

+13.28%

5 Years

+15.56%

Since Inception

+14.00%

AUM

₹1.2K Cr

Risk & Performance (vs NIFTY 500)

Volatility

23.30%

Sharpe Ratio

0.66

Sortino Ratio

0.65

Max Drawdown

-25.37%

Beta

1.43

Alpha

+1.92%

Information Ratio

0.56

Tracking Error

11.87%

Calmar Ratio

0.88

Up Capture

133.4%

Down Capture

123.6%

Win Rate

70.0%

Best Month

+25.04%

Worst Month

-18.09%