Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
SBI ESG Exclusionary Strategy Fund Reg IDCW Payout |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI ESG Exclusionary Strategy Fund Reg (G) |
12.85% |
0.0469 |
11.5996% |
45.7995% |
0.0458 |
|
|
|
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 ESG Exclusionary Strategy Fund Reg (G) |
1.0883% |
0.9305 |
0.0080 |
4.5298% |
0.4524 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|