| Your Current Location : Fund Card : Risk Analysis |
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| Edelweiss Banking and PSU Debt Fund (M) IDCW Payout Direct |
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| [Debt: Banking and PSU] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Edelweiss Banking and PSU Debt Fund (G) Direct |
2.18% |
-0.0627 |
1.8774% |
31.3618% |
0.2413 |
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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 |
| Edelweiss Banking and PSU Debt Fund (G) Direct |
0.3852% |
0.0000 |
-0.0025 |
2.3899% |
0.4834 |
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| Up Capture v/s Down Capture |
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