Your Current Location : Fund Card : Risk Analysis |
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Bandhan G Sec Constant Maturity Plan (G) Direct |
[Debt: Gilt Fund 10 yr duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan G Sec Constant Maturity Plan (G) Direct |
2.94% |
-0.3537 |
3.0003% |
44.2149% |
0.1155 |
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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 |
Bandhan G Sec Constant Maturity Plan (G) Direct |
-1.4215% |
0.0000 |
0.0405 |
12.8227% |
-0.1958 |
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Up Capture v/s Down Capture |
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