Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Aditya Birla SL Equity Advantage Fund Reg (G) |
|
[Equity: Large & Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Equity Advantage Fund Reg (G) |
14.80% |
0.2437 |
14.0180% |
44.9256% |
0.0587 |
|
|
|
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 |
Aditya Birla SL Equity Advantage Fund Reg (G) |
4.9519% |
1.0250 |
0.0445 |
8.4471% |
0.9037 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|