| Your Current Location : Fund Card : Risk Analysis |
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| SBI US Specific Equity Active FoF IDCW Payout Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI US Specific Equity Active FoF (G) Direct |
16.33% |
0.5792 |
16.1038% |
46.0227% |
0.0898 |
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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 US Specific Equity Active FoF (G) Direct |
14.4111% |
0.0000 |
2.3648 |
26.2639% |
1.3133 |
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| Up Capture v/s Down Capture |
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