| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Edelweiss BHARAT Bond FOF April 2030 IDCW |
| [Debt: Medium to Long Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Edelweiss BHARAT Bond FOF April 2030 (G) |
2.56% |
0.2374 |
2.9194% |
41.4835% |
0.1815 |
|
|
| |
| 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 |
| Edelweiss BHARAT Bond FOF April 2030 (G) |
0.6248% |
0.0000 |
0.0107 |
4.0392% |
0.2148 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
