Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
SBI Long Term Equity Fund Reg IDCW Payout |
 |
[Equity: ELSS] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Long Term Equity Fund Reg (G) |
14.27% |
-0.0088 |
12.5788% |
44.4444% |
0.0374 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
SBI Long Term Equity Fund Reg (G) |
0.2130% |
0.9625 |
-0.0015 |
5.8691% |
0.1527 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|