Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
SBI Magnum Constant Maturity Fund Reg IDCW |
[Debt: Gilt Fund 10 yr duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Magnum Constant Maturity Fund Reg (G) |
2.81% |
0.3340 |
2.5911% |
42.3288% |
0.2083 |
|
|
|
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 |
SBI Magnum Constant Maturity Fund Reg (G) |
-0.1379% |
0.0000 |
-0.0689 |
14.4302% |
0.8851 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|