Your Current Location : Fund Card : Risk Analysis |
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SBI Consumption Opportunities Fund IDCW Payout Direct |
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[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Consumption Opportunities Fund (G) Direct |
12.93% |
0.6778 |
12.5924% |
44.0379% |
0.1043 |
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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 Consumption Opportunities Fund (G) Direct |
12.3272% |
0.7861 |
0.1533 |
12.7958% |
1.3278 |
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Up Capture v/s Down Capture |
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