| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| SBI Equity Minimum Variance Fund Reg IDCW |
| [Equity: Thematic] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI Equity Minimum Variance Fund Reg (G) |
13.04% |
0.5600 |
8.8598% |
44.8322% |
0.1102 |
|
|
| |
| 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 Equity Minimum Variance Fund Reg (G) |
6.5999% |
0.0000 |
-1.1160 |
17.8543% |
1.4084 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
