| Your Current Location : Fund Card : Risk Analysis |
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| Invesco India - Invesco Global Equity Income FoF Reg IDCW |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Invesco India - Invesco Global Equity Income FoF Reg (G) |
15.37% |
-0.0361 |
11.5553% |
45.8037% |
0.0406 |
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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 |
| Invesco India - Invesco Global Equity Income FoF Reg (G) |
-0.4100% |
0.4165 |
-0.0134 |
16.9074% |
0.0537 |
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| Up Capture v/s Down Capture |
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