Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
SBI Long Term Advantage Fund Sr6 (G) Direct |
[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) Direct |
14.38% |
0.9313 |
11.6552% |
39.5973% |
0.1282 |
|
|
|
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) Direct |
14.2794% |
0.0000 |
-2.5293 |
20.0984% |
1.7436 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|