Your Current Location : Fund Card : Risk Analysis |
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SBI ETF IT |
[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI ETF IT |
19.78% |
0.0708 |
16.2914% |
50.1337% |
0.0352 |
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High Watermark Gain Stream (%) |
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Maximum Drawdown Loss Stream (%) |
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Gain Loss Ratio = 0.00 |
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Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
SBI ETF IT |
-0.5983% |
0.0000 |
-0.0761 |
27.4649% |
0.6341 |
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Up Capture v/s Down Capture |
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