Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Large Cap Fund (G) Direct |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Large Cap Fund (G) Direct |
12.59% |
0.1067 |
11.9381% |
42.6829% |
0.0503 |
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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 |
Edelweiss Large Cap Fund (G) Direct |
2.0306% |
0.9259 |
0.0182 |
4.8567% |
0.6962 |
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Up Capture v/s Down Capture |
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