Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Active Debt MM FoF IDCW Payout Direct |
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[Others: FoFs Domestic] |
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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 Active Debt MM FoF (G) Direct |
9.28% |
-0.0437 |
8.0310% |
20.7989% |
0.0538 |
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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 Active Debt MM FoF (G) Direct |
-0.4004% |
0.0000 |
0.1913 |
8.8566% |
0.0663 |
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Up Capture v/s Down Capture |
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