Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
SBI Magnum Comma Fund (G) Direct |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Magnum Comma Fund (G) Direct |
16.69% |
0.5070 |
15.0231% |
44.1734% |
0.0801 |
|
|
|
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 Magnum Comma Fund (G) Direct |
10.7009% |
1.0242 |
0.1009 |
11.6878% |
1.2731 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|