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Invesco India Multicap Fund IDCW
[Equity: Multi Cap]
 
 
Absolute Metrics (Single Computation - last 3 years)
Scheme Name Standard
Deviation
Sharpe
Ratio
Downside
Deviation
Downside
Probability
Sortino
Ratio
Invesco India Multicap Fund (G) 13.56% 0.2211 12.9664% 40.7307% 0.0585
 
High Watermark Gain Stream (%)
 
Maximum Drawdown Loss Stream (%)
 
Gain Loss Ratio = 0.00
 
Broader Benchmark Relative Metrics (Single Computation - last 3 years)
Scheme Name Alpha Beta Treynor
Ratio
Tracking
Error
Information
Ratio
Invesco India Multicap Fund (G) 4.0297% 0.8356 0.0444 10.1670% 0.6308
 
Up Capture v/s Down Capture
 
 
 
useful links Reserve Bank of India
 
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