Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Manufacturing Equity Fund (G) Direct |
[Equity: Thematic] |
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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 Manufacturing Equity Fund (G) Direct |
14.26% |
0.3258 |
13.3068% |
40.8660% |
0.0660 |
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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 Manufacturing Equity Fund (G) Direct |
6.1379% |
0.9573 |
0.0603 |
8.4424% |
1.0287 |
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Up Capture v/s Down Capture |
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