| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Bank of India Mid & Small Cap Equity & Debt Fund (G) Direct |
 |
| [Hybrid: Aggressive] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Bank of India Mid & Small Cap Equity & Debt Fund (G) Direct |
14.01% |
0.8898 |
12.8044% |
38.6139% |
0.1244 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Bank of India Mid & Small Cap Equity & Debt Fund (G) Direct |
14.5816% |
0.0000 |
-2.4803 |
21.1918% |
1.7587 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
