Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Invesco India Mid Cap Fund (G) Direct |
|
[Equity: Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Mid Cap Fund (G) Direct |
14.13% |
0.3265 |
12.8862% |
39.9729% |
0.0683 |
|
|
|
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 Mid Cap Fund (G) Direct |
5.7594% |
0.8239 |
0.0663 |
10.3594% |
0.8422 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|