Your Current Location : Fund Card : Risk Analysis |
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SBI Magnum Ultra Short Duration Fund (G) Direct |
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[Debt: Ultra Short Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Magnum Ultra Short Duration Fund (G) Direct |
0.54% |
-1.6272 |
0.1541% |
4.5267% |
2.6759 |
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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 |
SBI Magnum Ultra Short Duration Fund (G) Direct |
-0.6066% |
0.0000 |
-0.5421 |
3.8747% |
0.1178 |
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Up Capture v/s Down Capture |
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