Your Current Location : Fund Card : Risk Analysis |
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Invesco India Gold E T F Fund of Fund (G) |
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[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 |
Invesco India Gold E T F Fund of Fund (G) |
11.10% |
-0.4174 |
14.3095% |
49.6608% |
-0.0116 |
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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 |
Invesco India Gold E T F Fund of Fund (G) |
-9.0509% |
0.0000 |
-0.2455 |
19.6781% |
-0.7804 |
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Up Capture v/s Down Capture |
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