Your Current Location : Fund Card : Risk Analysis |
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SBI Dynamic Bond Fund IDCW Payout Direct |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Dynamic Bond Fund (G) Direct |
2.03% |
0.5740 |
2.1468% |
40.1379% |
0.2884 |
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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 Dynamic Bond Fund (G) Direct |
1.9631% |
0.0000 |
0.1284 |
4.1108% |
0.5536 |
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Up Capture v/s Down Capture |
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