Your Current Location : Fund Card : Risk Analysis |
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Invesco India ELSS Tax Saver Fund (G) Direct |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India ELSS Tax Saver Fund (G) Direct |
13.96% |
0.3206 |
11.6258% |
42.2764% |
0.0715 |
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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 |
Invesco India ELSS Tax Saver Fund (G) Direct |
5.3753% |
0.9084 |
0.0555 |
5.5195% |
1.4115 |
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Up Capture v/s Down Capture |
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