Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Aditya Birla SL International Equity Plan A (G) Direct |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL International Equity Plan A (G) Direct |
14.35% |
-0.1469 |
10.7648% |
47.0907% |
0.0254 |
|
|
|
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 International Equity Plan A (G) Direct |
-2.0543% |
0.1204 |
-0.1748 |
20.1322% |
-0.1426 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|