Your Current Location : Fund Card : Risk Analysis |
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SBI Flexi Cap Fund IDCW Payout Direct |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Flexi Cap Fund (G) Direct |
11.98% |
0.4405 |
12.5534% |
41.0569% |
0.0801 |
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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 Flexi Cap Fund (G) Direct |
7.6493% |
0.9247 |
0.0791 |
7.0738% |
1.5705 |
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Up Capture v/s Down Capture |
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