| Your Current Location : Fund Card : Risk Analysis |
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| SBI Magnum Gilt Fund IDCW Payout Direct |
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| [Debt: Gilt Fund] |
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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 Gilt Fund (G) Direct |
2.06% |
0.8619 |
1.6404% |
38.7671% |
0.3818 |
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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 Gilt Fund (G) Direct |
1.4946% |
0.0000 |
-0.2134 |
13.3702% |
1.0790 |
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| Up Capture v/s Down Capture |
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