Your Current Location : Fund Card : Risk Analysis |
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SBI Long Term Equity Fund (G) Direct |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Long Term Equity Fund (G) Direct |
14.15% |
0.0314 |
12.5556% |
44.3089% |
0.0414 |
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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 |
SBI Long Term Equity Fund (G) Direct |
0.8849% |
0.9625 |
0.0055 |
5.8685% |
0.3124 |
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Up Capture v/s Down Capture |
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