Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Bandhan Small Cap Fund (G) Direct |
 |
[Equity: Small Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Small Cap Fund (G) Direct |
17.67% |
1.3405 |
14.5789% |
37.0968% |
0.1503 |
|
|
|
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 |
Bandhan Small Cap Fund (G) Direct |
26.1115% |
0.0000 |
-29.9724 |
22.7453% |
2.1265 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|