Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Aditya Birla SL MNC Fund IDCW Direct |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL MNC Fund (G) Direct |
13.71% |
0.2011 |
10.9627% |
43.9783% |
0.0628 |
|
|
|
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 |
Aditya Birla SL MNC Fund (G) Direct |
3.1904% |
0.7238 |
0.0402 |
9.5331% |
0.5314 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|