| 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 |
13.13% |
0.4555 |
12.9922% |
46.9251% |
0.0814 |
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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 |
7.5298% |
0.0000 |
-1.0382 |
22.1505% |
1.2033 |
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| Up Capture v/s Down Capture |
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