Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Baroda BNP Paribas Focused Fund (G) Direct |
 |
[Equity: Focused] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Baroda BNP Paribas Focused Fund (G) Direct |
14.81% |
0.5325 |
13.9752% |
43.3784% |
0.0845 |
|
|
|
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 |
Baroda BNP Paribas Focused Fund (G) Direct |
8.5720% |
0.0000 |
-0.7807 |
22.6196% |
1.2856 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|