Your Current Location : Fund Card : Risk Analysis |
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SBI Equity Hybrid Fund Reg IDCW Payout |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Equity Hybrid Fund Reg (G) |
9.20% |
0.2393 |
8.1033% |
43.0894% |
0.0821 |
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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 Equity Hybrid Fund Reg (G) |
2.8269% |
0.5973 |
0.0436 |
8.1775% |
0.5642 |
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Up Capture v/s Down Capture |
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