Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Bandhan Hybrid Equity Fund IDCW Direct |
|
[Hybrid: Aggressive] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Hybrid Equity Fund (G) Direct |
10.01% |
0.8492 |
8.7716% |
41.8133% |
0.1357 |
|
|
|
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 |
Bandhan Hybrid Equity Fund (G) Direct |
11.4419% |
0.0000 |
0.0834 |
12.2695% |
1.2395 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|