| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Bank of India ELSS Tax Saver Fund Reg (G) |
 |
| [Equity: ELSS] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Bank of India ELSS Tax Saver Fund Reg (G) |
17.04% |
0.4460 |
15.8941% |
40.2985% |
0.0699 |
|
|
| |
| 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 |
| Bank of India ELSS Tax Saver Fund Reg (G) |
4.1273% |
0.0005 |
0.0824 |
11.8194% |
0.5379 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|