Your Current Location : Fund Card : Risk Analysis |
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SBI Infrastructure Fund IDCW Direct |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Infrastructure Fund (G) Direct |
13.91% |
0.1799 |
13.3682% |
45.9350% |
0.0538 |
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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 Infrastructure Fund (G) Direct |
3.5648% |
0.9011 |
0.0359 |
10.4721% |
0.5394 |
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Up Capture v/s Down Capture |
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