Your Current Location : Fund Card : Risk Analysis |
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ITI Banking and Financial Services Fund Reg (G) |
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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 |
ITI Banking and Financial Services Fund Reg (G) |
12.45% |
0.4148 |
13.1227% |
43.7838% |
0.0762 |
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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 |
ITI Banking and Financial Services Fund Reg (G) |
6.6404% |
0.0000 |
-0.9546 |
21.8344% |
1.1742 |
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Up Capture v/s Down Capture |
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