Your Current Location : Fund Card : Risk Analysis |
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SBI Short Term Debt Fund (F) IDCW Direct |
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[Debt: 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 Short Term Debt Fund (G) Direct |
0.99% |
-0.5339 |
0.5174% |
24.1427% |
0.8190 |
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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 Short Term Debt Fund (G) Direct |
-0.4496% |
0.0000 |
-0.1727 |
3.8947% |
0.1734 |
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Up Capture v/s Down Capture |
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