Your Current Location : Fund Card : Risk Analysis |
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Invesco India Banking & PSU Fund (G) |
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[Debt: Banking and PSU] |
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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 Banking & PSU Fund (G) |
1.90% |
-0.4818 |
1.7666% |
33.8377% |
0.2164 |
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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 Banking & PSU Fund (G) |
-1.0249% |
0.0000 |
-0.1883 |
4.3034% |
-0.0317 |
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Up Capture v/s Down Capture |
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