Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Gold ETF |
[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Gold ETF |
12.12% |
-0.3564 |
14.6694% |
50.7463% |
-0.0069 |
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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 |
Aditya Birla SL Gold ETF |
-5.9291% |
0.0000 |
0.1322 |
20.7435% |
-0.6768 |
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Up Capture v/s Down Capture |
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