| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| SBI Long Term Advantage Fund Sr6 (G) |
| [Equity: ELSS] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI Long Term Advantage Fund Sr6 (G) |
16.95% |
0.4483 |
12.9240% |
41.2869% |
0.0760 |
|
|
| |
| 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 Long Term Advantage Fund Sr6 (G) |
3.6305% |
0.0004 |
0.0857 |
10.6475% |
0.3840 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|