| Your Current Location : Fund Card : Risk Analysis |
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| Aditya Birla SL Global Excellence Equity Fund Of Fund IDCW Direct |
| [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 Excellence Equity Fund Of Fund (G) Direct |
14.27% |
0.5885 |
13.7847% |
46.8354% |
0.0986 |
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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 Excellence Equity Fund Of Fund (G) Direct |
11.9407% |
0.0000 |
-23.0695 |
23.5887% |
1.3895 |
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| Up Capture v/s Down Capture |
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