Your Current Location : Fund Card : Risk Analysis |
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ITI Balanced Advantage Fund IDCW |
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[Hybrid: Balanced Advantage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ITI Balanced Advantage Fund (G) |
7.78% |
0.6732 |
6.1701% |
43.9189% |
0.1444 |
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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 |
ITI Balanced Advantage Fund (G) |
5.9458% |
0.0000 |
-0.8876 |
9.8333% |
0.9880 |
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Up Capture v/s Down Capture |
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