| Your Current Location : Fund Card : Risk Analysis |
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| Aditya Birla SL S&P BSE Sensex ETF |
| [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 |
| Aditya Birla SL S&P BSE Sensex ETF |
13.19% |
0.1729 |
10.9095% |
46.3514% |
0.0591 |
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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 |
| Aditya Birla SL S&P BSE Sensex ETF |
-1.8524% |
0.0004 |
0.0265 |
1.6518% |
-1.5033 |
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| Up Capture v/s Down Capture |
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