| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Invesco India Gold ETF |
| [Gold: Gold Funds] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Invesco India Gold ETF |
12.19% |
1.0429 |
10.6374% |
46.4960% |
0.1493 |
|
|
| |
| 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 |
| Invesco India Gold ETF |
14.7154% |
0.0000 |
-0.9105 |
20.8663% |
1.7660 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|