| Your Current Location : Fund Card : Risk Analysis |
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| Invesco India PSU Equity Fund IDCW |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Invesco India PSU Equity Fund (G) |
23.39% |
0.8081 |
20.4529% |
41.2483% |
0.0924 |
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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 |
| Invesco India PSU Equity Fund (G) |
15.8140% |
0.0005 |
0.1699 |
18.9039% |
1.1245 |
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| Up Capture v/s Down Capture |
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