Your Current Location : Fund Card : Risk Analysis |
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SBI Flexi Cap Fund Reg IDCW Payout |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Flexi Cap Fund Reg (G) |
11.48% |
0.4649 |
10.0365% |
43.4899% |
0.0933 |
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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 Flexi Cap Fund Reg (G) |
5.8133% |
0.0000 |
-1.1123 |
18.3871% |
1.3255 |
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Up Capture v/s Down Capture |
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