Your Current Location : Fund Card : Risk Analysis |
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Invesco India Large & Mid Cap Fund IDCW Direct |
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[Equity: Large & Mid Cap] |
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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 Large & Mid Cap Fund (G) Direct |
15.04% |
0.3679 |
11.5035% |
43.7669% |
0.0769 |
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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 Large & Mid Cap Fund (G) Direct |
6.1323% |
0.9250 |
0.0626 |
4.7349% |
1.8611 |
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Up Capture v/s Down Capture |
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