Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
SBI Multi Asset Allocation Fund (Q) IDCW Payout Direct |
|
[Hybrid: Multi-Asset] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Multi Asset Allocation Fund (G) Direct |
6.96% |
1.1719 |
5.5231% |
38.6831% |
0.2046 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
SBI Multi Asset Allocation Fund (G) Direct |
9.3026% |
0.0000 |
6.5255 |
8.8098% |
1.6080 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|