Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Global Excellence Equity Fund Of Fund (G) 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 |
16.74% |
-0.4445 |
11.0443% |
45.2804% |
-0.0036 |
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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 |
-6.5299% |
0.1444 |
-0.4569 |
20.2413% |
-0.4419 |
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Up Capture v/s Down Capture |
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