Your Current Location : Fund Card : Risk Analysis |
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Bank of India ST Income Reg (Q) IDCW |
[Debt: Short Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bank of India ST Income Reg (G) |
4.49% |
0.6629 |
0.5948% |
28.6501% |
1.1909 |
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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 |
Bank of India ST Income Reg (G) |
3.2260% |
0.0000 |
0.0621 |
5.0947% |
0.8539 |
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Up Capture v/s Down Capture |
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