Your Current Location : Fund Card : Risk Analysis |
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Invesco India PSU Equity Fund (G) |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India PSU Equity Fund (G) |
19.40% |
0.1774 |
14.3341% |
44.6549% |
0.0501 |
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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 |
Invesco India PSU Equity Fund (G) |
3.7782% |
0.9500 |
0.0359 |
11.4472% |
0.4923 |
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Up Capture v/s Down Capture |
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