Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Bandhan Focused Equity Fund Reg (G) |
|
[Equity: Focused] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Focused Equity Fund Reg (G) |
14.05% |
0.2796 |
12.6455% |
44.7903% |
0.0647 |
|
|
|
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 |
Bandhan Focused Equity Fund Reg (G) |
5.1320% |
0.9529 |
0.0500 |
7.1068% |
1.0606 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|