Your Current Location : Fund Card : Risk Analysis |
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SBI Banking & Financial Services Fund Reg IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Banking & Financial Services Fund Reg (G) |
14.68% |
0.4397 |
14.1087% |
44.7154% |
0.0791 |
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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 |
SBI Banking & Financial Services Fund Reg (G) |
8.9788% |
1.0498 |
0.0819 |
9.4990% |
1.3921 |
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Up Capture v/s Down Capture |
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