Your Current Location : Fund Card : Risk Analysis |
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SBI Comma Fund (G) Direct |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Comma Fund (G) Direct |
15.33% |
0.5048 |
16.5220% |
43.0872% |
0.0743 |
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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 Comma Fund (G) Direct |
9.9939% |
0.0000 |
-1.2466 |
24.9389% |
1.2001 |
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Up Capture v/s Down Capture |
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