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SBI Small Cap Fund IDCW Direct
[Equity: Small Cap]
 
 
Absolute Metrics (Single Computation - last 3 years)
Scheme Name Standard
Deviation
Sharpe
Ratio
Downside
Deviation
Downside
Probability
Sortino
Ratio
SBI Small Cap Fund (G) Direct 12.57% 1.0262 13.6624% 39.7019% 0.1295
 
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
SBI Small Cap Fund (G) Direct 19.3052% 0.7953 0.2393 13.6684% 1.8802
 
Up Capture v/s Down Capture
 
 
 
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