Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Gold Fund IDCW Direct |
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[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Gold Fund (G) Direct |
11.43% |
1.0156 |
10.7939% |
43.9891% |
0.1486 |
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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 |
Aditya Birla SL Gold Fund (G) Direct |
14.9510% |
0.0000 |
-1.0724 |
21.0282% |
1.7710 |
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Up Capture v/s Down Capture |
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