| Your Current Location : Fund Card : Risk Analysis |
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| Edelweiss Equity Savings Fund Reg (G) |
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| [Hybrid: Equity Savings] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Edelweiss Equity Savings Fund (G) (Ex: Edelweiss) |
4.03% |
0.1585 |
2.0543% |
37.4486% |
0.2482 |
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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 Equity Savings Fund (G) (Ex: Edelweiss) |
0.5101% |
0.0000 |
6.0019 |
5.2380% |
-0.2617 |
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| Up Capture v/s Down Capture |
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