Your Current Location : Fund Card : Risk Analysis |
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SBI ETF Sensex |
[Equity: Index] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI ETF Sensex |
12.58% |
-0.0075 |
11.8843% |
46.8200% |
0.0395 |
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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 |
SBI ETF Sensex |
0.2454% |
0.9813 |
-0.0012 |
2.7114% |
0.3270 |
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Up Capture v/s Down Capture |
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