| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| SBI CPSE Bond Plus SDL Sep 2026 50 50 Index Fund (G) Direct |
| [Debt: Medium to Long Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| SBI CPSE Bond Plus SDL Sep 2026 50 50 Index Fund (G) Direct |
1.97% |
-0.0061 |
1.3258% |
24.1096% |
0.3435 |
|
|
| |
| 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 |
| SBI CPSE Bond Plus SDL Sep 2026 50 50 Index Fund (G) Direct |
-0.4335% |
0.0000 |
-0.0001 |
1.4614% |
-0.3616 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
