Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
SBI Capital Protection Oriented Fund Sr A (Plan 8) (G) Direct |
[Hybrid: Conservative] |
|
|
|
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) Direct |
2.58% |
0.1214 |
1.4712% |
24.8000% |
0.2203 |
|
|
|
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 |
SBI Capital Protection Oriented Fund Sr A (Plan 8) (G) Direct |
0.2554% |
0.0000 |
-0.1864 |
4.1493% |
0.4031 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|