| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Aditya Birla SL Financial Planning FOF Moderate Plan IDCW Payout Direct |
 |
| [Others: FoFs Domestic] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Aditya Birla SL Financial Planning FOF Moderate Plan (G) Direct |
6.92% |
0.3121 |
4.8339% |
41.5746% |
0.1330 |
|
|
| |
| 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 Financial Planning FOF Moderate Plan (G) Direct |
2.2441% |
0.3758 |
0.0562 |
10.6026% |
0.4210 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
