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) |
14.45% |
0.2563 |
14.1088% |
47.6793% |
0.0624 |
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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) |
5.5287% |
0.0000 |
1.6150 |
23.2749% |
1.0145 |
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Up Capture v/s Down Capture |
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