| Your Current Location : Fund Card : Risk Analysis |
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| SBI ETF BSE 100 |
| [Equity: Index] |
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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 BSE 100 |
13.17% |
0.0551 |
12.3341% |
46.1434% |
0.0443 |
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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 BSE 100 |
1.2890% |
1.0045 |
0.0091 |
2.8413% |
0.8288 |
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| Up Capture v/s Down Capture |
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