Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Canara Robeco Infrastructure Fund Reg (G) |
|
[Equity: Sectoral] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Canara Robeco Infrastructure Fund Reg (G) |
15.45% |
0.0847 |
13.5454% |
43.0894% |
0.0439 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Canara Robeco Infrastructure Fund Reg (G) |
1.8534% |
0.8928 |
0.0170 |
10.6832% |
0.3061 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|