Your Current Location : Fund Card : Risk Analysis |
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SBI Healthcare Opportunities Fund IDCW Payout Direct |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Healthcare Opportunities Fund (G) Direct |
13.58% |
1.5409 |
9.9313% |
41.6107% |
0.1942 |
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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 Healthcare Opportunities Fund (G) Direct |
22.5336% |
0.0000 |
17.4953 |
18.4589% |
2.3477 |
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Up Capture v/s Down Capture |
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