Your Current Location : Fund Card : Risk Analysis |
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SBI Healthcare Opportunities Fund Reg (G) |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Healthcare Opportunities Fund Reg (G) |
14.81% |
-0.6016 |
16.1210% |
49.3225% |
-0.0273 |
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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 Healthcare Opportunities Fund Reg (G) |
-12.3239% |
0.8264 |
-0.1531 |
16.3786% |
-1.0083 |
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Up Capture v/s Down Capture |
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