| Your Current Location : Fund Card : Risk Analysis |
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| SBI PSU Fund Reg IDCW Payout |
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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) |
22.60% |
0.9534 |
19.1755% |
42.2252% |
0.1060 |
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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) |
18.6173% |
0.0005 |
0.1995 |
17.7772% |
1.3582 |
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| Up Capture v/s Down Capture |
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