Your Current Location : Fund Card : Risk Analysis |
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SBI Banking and PSU Fund (G) Direct |
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[Debt: Banking and PSU] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Banking and PSU Fund (G) Direct |
1.15% |
-0.8310 |
0.6893% |
25.8242% |
0.5732 |
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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 Banking and PSU Fund (G) Direct |
-0.5401% |
0.0000 |
-0.0204 |
1.1086% |
-0.0843 |
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Up Capture v/s Down Capture |
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