Your Current Location : Fund Card : Risk Analysis |
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SBI ETF Nifty Bank |
[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 ETF Nifty Bank |
15.81% |
0.1603 |
15.3969% |
46.6847% |
0.0493 |
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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 ETF Nifty Bank |
3.9231% |
1.1717 |
0.0298 |
10.8454% |
0.5903 |
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Up Capture v/s Down Capture |
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