Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
ITI Overnight Fund (D) IDCW |
|
[Debt: Overnight] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ITI Overnight Fund (G) |
0.42% |
-13.5010 |
0.0000% |
0.0000% |
null |
|
|
|
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 |
ITI Overnight Fund (G) |
-1.1777% |
0.0000 |
-33.5443 |
3.2058% |
-0.0722 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|