Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Edelweiss Asean Equity Off-shore Fund (G) Direct |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Asean Equity Off-shore Fund (G) Direct |
12.66% |
0.1982 |
9.7021% |
46.2079% |
0.0715 |
|
|
|
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 |
Edelweiss Asean Equity Off-shore Fund (G) Direct |
2.9426% |
0.3779 |
0.0742 |
16.3522% |
0.2975 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|