Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Aditya Birla SL Retirement Fund 50s Plan (G) Direct |
 |
[Solution: Retirement Debt] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Retirement Fund 50s Plan (G) Direct |
3.46% |
0.9230 |
2.7155% |
38.1669% |
0.2718 |
|
|
|
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 |
Aditya Birla SL Retirement Fund 50s Plan (G) Direct |
3.0782% |
0.0000 |
-0.5818 |
13.0077% |
1.5921 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|