Your Current Location : Fund Card : Risk Analysis |
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Bank of India 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 |
Bank of India ELSS Tax Saver Fund Reg (G) |
15.27% |
0.3034 |
13.6384% |
41.5426% |
0.0643 |
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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 |
Bank of India ELSS Tax Saver Fund Reg (G) |
5.8474% |
0.9519 |
0.0576 |
9.3182% |
0.9302 |
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Up Capture v/s Down Capture |
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