Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
SBI Liquid Fund (G) Direct |
 |
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Liquid Fund (G) Direct |
0.18% |
9.1420 |
0.0162% |
0.2740% |
21.9410 |
|
|
|
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 |
SBI Liquid Fund (G) Direct |
1.0199% |
0.0000 |
-23.7443 |
9.5991% |
1.1684 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|