Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Flexi Cap Fund Reg IDCW Payout |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Flexi Cap Fund Reg (G) |
13.80% |
0.2771 |
13.5148% |
43.4371% |
0.0625 |
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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 |
Edelweiss Flexi Cap Fund Reg (G) |
5.3430% |
0.9879 |
0.0503 |
7.8811% |
1.0218 |
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Up Capture v/s Down Capture |
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