Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Invesco India Contra Fund (G) Direct |
|
[Equity: Contra] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Contra Fund (G) Direct |
12.96% |
0.4737 |
12.9906% |
40.6504% |
0.0809 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Invesco India Contra Fund (G) Direct |
8.5804% |
0.9674 |
0.0851 |
7.3219% |
1.6350 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|