Your Current Location : Fund Card : Risk Analysis |
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SBI Magnum Comma Fund Reg IDCW Payout |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Magnum Comma Fund Reg (G) |
16.68% |
0.4714 |
15.0472% |
44.1734% |
0.0767 |
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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 Magnum Comma Fund Reg (G) |
9.9749% |
1.0241 |
0.0938 |
11.6901% |
1.1935 |
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Up Capture v/s Down Capture |
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