| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| SBI Banking & Financial Services Fund IDCW Payout Direct |
 |
| [Equity: Sectoral] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI Banking & Financial Services Fund (G) Direct |
14.69% |
0.4899 |
14.0794% |
44.4444% |
0.0839 |
|
|
| |
| 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 Banking & Financial Services Fund (G) Direct |
9.9586% |
1.0500 |
0.0912 |
9.4956% |
1.5253 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
