Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Medium Term Plan (HY) IDCW Direct |
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[Debt: Medium Duration] |
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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 Medium Term Plan (G) Direct |
9.39% |
0.6744 |
0.9084% |
31.4560% |
1.0591 |
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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 Medium Term Plan (G) Direct |
7.2249% |
0.0000 |
0.2447 |
10.4004% |
1.0325 |
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Up Capture v/s Down Capture |
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