Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Bandhan Arbitrage Fund Reg (G) |
|
[Hybrid: Arbitrage] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Arbitrage Fund Reg (G) |
0.65% |
0.1112 |
0.5438% |
31.9407% |
0.8485 |
|
|
|
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 |
Bandhan Arbitrage Fund Reg (G) |
0.1272% |
0.0000 |
-0.1445 |
2.6984% |
-0.2130 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|