Your Current Location : Fund Card : Risk Analysis |
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SBI Capital Protection Oriented Fund Sr A (Plan 1) (G) |
[Hybrid: Conservative] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Capital Protection Oriented Fund Sr A (Plan 1) (G) |
3.33% |
-0.6006 |
1.5488% |
24.5081% |
0.1605 |
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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 Capital Protection Oriented Fund Sr A (Plan 1) (G) |
-1.2618% |
0.0000 |
2.2428 |
4.9324% |
0.2544 |
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Up Capture v/s Down Capture |
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