Your Current Location : Fund Card : Risk Analysis |
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SBI ETF Nifty Next 50 |
[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 Nifty Next 50 |
18.01% |
0.3960 |
15.0120% |
41.1367% |
0.0685 |
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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 Next 50 |
8.2321% |
1.0259 |
0.0766 |
10.7128% |
1.0792 |
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Up Capture v/s Down Capture |
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