Your Current Location : Fund Card : Risk Analysis |
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SBI ELSS Tax Saver Fund Reg IDCW |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI ELSS Tax Saver Fund Reg (G) |
13.36% |
1.2299 |
10.7180% |
41.2081% |
0.1593 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
SBI ELSS Tax Saver Fund Reg (G) |
17.6575% |
0.0000 |
-2.6403 |
19.3525% |
2.0210 |
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Up Capture v/s Down Capture |
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