Your Current Location : Fund Card : Risk Analysis |
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Bandhan Sterling Value Fund Reg (G) |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Sterling Value Fund Reg (G) |
13.16% |
0.3997 |
14.1581% |
44.2490% |
0.0721 |
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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 |
Bandhan Sterling Value Fund Reg (G) |
7.8227% |
0.9230 |
0.0810 |
11.1790% |
1.0211 |
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Up Capture v/s Down Capture |
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