Your Current Location : Fund Card : Risk Analysis |
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Edelweiss ELSS Tax Saver Fund (G) |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss ELSS Tax Saver Fund (G) |
14.42% |
0.1168 |
12.6834% |
41.2720% |
0.0491 |
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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 |
Edelweiss ELSS Tax Saver Fund (G) |
2.2653% |
0.9054 |
0.0211 |
7.3282% |
0.5215 |
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Up Capture v/s Down Capture |
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