Your Current Location : Fund Card : Risk Analysis |
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SBI Magnum Medium Duration Fund Reg IDCW Payout |
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[Debt: Medium 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 Medium Duration Fund Reg (G) |
1.32% |
-0.3671 |
1.1639% |
33.5165% |
0.3572 |
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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 Medium Duration Fund Reg (G) |
-0.1139% |
0.0000 |
-0.0096 |
1.5713% |
0.1922 |
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Up Capture v/s Down Capture |
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