| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Bank of India Large Cap Fund Reg IDCW |
 |
| [Equity: Large Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Bank of India Large Cap Fund Reg (G) |
14.16% |
0.4918 |
12.7996% |
40.9459% |
0.0839 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Bank of India Large Cap Fund Reg (G) |
7.5878% |
0.0000 |
-1.0161 |
21.2322% |
1.2735 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
