Your Current Location : Fund Card : Risk Analysis |
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Invesco India Large & Mid Cap Fund IDCW |
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[Equity: Large & Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Large & Mid Cap Fund (G) |
14.68% |
1.1058 |
12.4710% |
40.4054% |
0.1426 |
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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 |
Invesco India Large & Mid Cap Fund (G) |
18.3877% |
0.0000 |
-2.2690 |
21.4450% |
1.8885 |
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Up Capture v/s Down Capture |
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