| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Aditya Birla SL Small Cap Fund Reg (G) |
 |
| [Equity: Small Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Aditya Birla SL Small Cap Fund Reg (G) |
18.74% |
0.5113 |
14.9636% |
39.6201% |
0.0791 |
|
|
| |
| 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 |
| Aditya Birla SL Small Cap Fund Reg (G) |
5.8183% |
0.0004 |
0.1064 |
13.5580% |
0.5725 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
