Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Mid Cap Fund Plan Reg IDCW |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Aditya Birla SL Mid Cap Fund Plan Reg (G) |
14.80% |
0.3500 |
13.9144% |
42.0839% |
0.0679 |
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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 |
Aditya Birla SL Mid Cap Fund Plan Reg (G) |
6.6882% |
0.9340 |
0.0678 |
9.8534% |
1.0100 |
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Up Capture v/s Down Capture |
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