Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Recently Listed IPO Fund IDCW Direct |
[Equity: Multi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Recently Listed IPO Fund (G) Direct |
17.60% |
0.5462 |
15.0843% |
40.7557% |
0.0831 |
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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 |
Edelweiss Recently Listed IPO Fund (G) Direct |
10.3340% |
0.0000 |
-2.1780 |
23.2644% |
1.3103 |
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Up Capture v/s Down Capture |
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