Your Current Location : Fund Card : Risk Analysis |
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SBI Multi Asset Allocation Fund Reg (Q) IDCW |
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[Hybrid: Multi-Asset] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Multi Asset Allocation Fund Reg (G) |
6.88% |
1.2602 |
5.3383% |
39.1484% |
0.2185 |
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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 Multi Asset Allocation Fund Reg (G) |
10.7769% |
0.0000 |
0.0860 |
7.7678% |
1.8844 |
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Up Capture v/s Down Capture |
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