Your Current Location : Fund Card : Risk Analysis |
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Bandhan Credit Risk Fund Reg (G) |
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[Debt: Credit Risk] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Credit Risk Fund Reg (G) |
1.06% |
-1.0119 |
0.8701% |
33.7466% |
0.4156 |
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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 |
Bandhan Credit Risk Fund Reg (G) |
-1.0148% |
0.0000 |
-0.0328 |
1.3765% |
-0.5482 |
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Up Capture v/s Down Capture |
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