Your Current Location : Fund Card : Risk Analysis |
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SBI Magnum Gilt Fund (G) Direct |
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[Debt: Gilt Fund] |
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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 Gilt Fund (G) Direct |
1.74% |
0.2230 |
1.2463% |
38.2716% |
0.3978 |
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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 Gilt Fund (G) Direct |
0.2345% |
0.0000 |
-0.0310 |
10.7660% |
0.2804 |
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Up Capture v/s Down Capture |
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