Your Current Location : Fund Card : Risk Analysis |
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SBI Capital Protection Oriented Fund Sr A (Plan 8) (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 8) (G) |
2.57% |
-0.7811 |
1.1779% |
23.7251% |
0.2083 |
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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 8) (G) |
-8.1964% |
0.0000 |
-0.0173 |
1.4795% |
-0.3959 |
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Up Capture v/s Down Capture |
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