Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Arbitrage Fund Reg IDCW |
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[Hybrid: Arbitrage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Arbitrage Fund Reg (G) |
0.60% |
0.0954 |
0.5496% |
31.7139% |
0.8374 |
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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 |
Aditya Birla SL Arbitrage Fund Reg (G) |
0.1103% |
0.0000 |
-0.1085 |
2.7025% |
-0.2258 |
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Up Capture v/s Down Capture |
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