Your Current Location : Fund Card : Risk Analysis |
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SBI ETF Nifty 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 50 |
12.14% |
0.5028 |
10.4616% |
45.7219% |
0.0957 |
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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 50 |
6.4764% |
0.0000 |
-0.7314 |
19.6100% |
1.3047 |
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Up Capture v/s Down Capture |
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