Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Greater China Equity Off-shore Fund Reg (G) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Greater China Equity Off-shore Fund Reg (G) |
26.02% |
0.2479 |
16.1457% |
43.3048% |
0.0564 |
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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 |
Edelweiss Greater China Equity Off-shore Fund Reg (G) |
5.8230% |
0.6603 |
0.0844 |
20.2592% |
0.4378 |
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Up Capture v/s Down Capture |
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