| Your Current Location : Fund Card : Risk Analysis |
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| SBI Magnum Constant Maturity Fund IDCW Payout Direct |
| [Debt: Gilt Fund 10 yr duration] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI Magnum Constant Maturity Fund (G) Direct |
2.98% |
-0.0724 |
2.7388% |
44.1096% |
0.1598 |
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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 Magnum Constant Maturity Fund (G) Direct |
-0.9813% |
0.0000 |
0.0085 |
12.5916% |
0.2003 |
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| Up Capture v/s Down Capture |
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