| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| SBI Retirement Benefit Fund Conservative Hybrid IDCW Direct |
 |
| [Solution: Retirement Debt] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI Retirement Benefit Fund Conservative Hybrid (G) Direct |
6.57% |
0.2718 |
4.4934% |
41.2568% |
0.1298 |
|
|
| |
| 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 Retirement Benefit Fund Conservative Hybrid (G) Direct |
1.7007% |
0.0000 |
-40.4551 |
132.7747% |
0.0066 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
