Your Current Location : Fund Card : Risk Analysis |
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Canara Robeco 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 |
Canara Robeco ELSS Tax Saver Fund (G) Direct |
12.74% |
0.0598 |
12.9215% |
42.9539% |
0.0431 |
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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 |
Canara Robeco ELSS Tax Saver Fund (G) Direct |
1.3591% |
0.9512 |
0.0106 |
6.5027% |
0.3895 |
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Up Capture v/s Down Capture |
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