Your Current Location : Fund Card : Risk Analysis |
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SBI PSU Fund Reg (G) |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI PSU Fund Reg (G) |
21.45% |
-0.0396 |
15.6444% |
45.7995% |
0.0274 |
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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 |
SBI PSU Fund Reg (G) |
-0.4321% |
1.0368 |
-0.0079 |
12.0028% |
0.0069 |
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Up Capture v/s Down Capture |
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