Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Global Emerging Opportunities Fund (G) |
[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 |
Aditya Birla SL Global Emerging Opportunities Fund (G) |
14.37% |
-0.1592 |
14.7716% |
51.4364% |
0.0129 |
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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 Global Emerging Opportunities Fund (G) |
-3.2273% |
0.3708 |
-0.0911 |
22.7496% |
-0.1999 |
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Up Capture v/s Down Capture |
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