Your Current Location : Fund Card : Risk Analysis |
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SBI ESG Exclusionary Strategy Fund IDCW Payout Direct |
[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 ESG Exclusionary Strategy Fund (G) Direct |
11.95% |
0.5351 |
10.1980% |
44.0268% |
0.0997 |
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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 ESG Exclusionary Strategy Fund (G) Direct |
6.6508% |
0.0000 |
-0.7478 |
19.1864% |
1.3506 |
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Up Capture v/s Down Capture |
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