Your Current Location : Fund Card : Risk Analysis |
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Groww Large Cap Fund (G) |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Groww Large Cap Fund (G) |
12.84% |
0.1723 |
13.7063% |
41.6779% |
0.0511 |
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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 |
Groww Large Cap Fund (G) |
3.4938% |
1.0179 |
0.0305 |
7.0258% |
0.7553 |
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Up Capture v/s Down Capture |
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