Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Banking and Financial Services Fund Reg (G) |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Banking and Financial Services Fund Reg (G) |
15.99% |
0.4376 |
16.1738% |
43.9783% |
0.0728 |
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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 |
Aditya Birla SL Banking and Financial Services Fund Reg (G) |
10.0907% |
1.1751 |
0.0821 |
11.3016% |
1.2743 |
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Up Capture v/s Down Capture |
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