| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Canara Robeco Infrastructure Fund IDCW Direct |
 |
| [Equity: Sectoral] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Canara Robeco Infrastructure Fund (G) Direct |
16.44% |
0.1391 |
13.5175% |
42.6829% |
0.0492 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Canara Robeco Infrastructure Fund (G) Direct |
2.8307% |
0.8927 |
0.0280 |
10.6902% |
0.4304 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
