Your Current Location : Fund Card : Risk Analysis |
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Canara Robeco Emerging equities Reg IDCW |
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[Equity: Large & Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Canara Robeco Emerging equities Reg (G) |
13.12% |
0.4727 |
14.9278% |
39.4309% |
0.0751 |
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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 |
Canara Robeco Emerging equities Reg (G) |
9.3720% |
0.9662 |
0.0934 |
10.8011% |
1.2337 |
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Up Capture v/s Down Capture |
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