| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Baroda BNP Paribas Liquid Fund (D) IDCW |
 |
| [Debt: Liquid] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Baroda BNP Paribas Liquid Fund Plan A (G) |
0.17% |
8.2157 |
0.0101% |
0.2765% |
35.0520 |
|
|
| |
| 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 |
| Baroda BNP Paribas Liquid Fund Plan A (G) |
0.9421% |
0.0000 |
-27.0392 |
9.6422% |
1.1662 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
