Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Baroda BNP Paribas Corporate Bond Fund (M) IDCW |
[Debt: Corporate Bond] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Baroda BNP Paribas Corporate Bond Fund (G) |
1.54% |
-1.0814 |
1.1725% |
30.2613% |
0.2874 |
|
|
|
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 |
Baroda BNP Paribas Corporate Bond Fund (G) |
-1.1643% |
0.0000 |
-0.0269 |
1.4475% |
-0.8391 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|