| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Aditya Birla SL Banking and Financial Services Fund IDCW Direct |
 |
| [Equity: Sectoral] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Aditya Birla SL Banking and Financial Services Fund (G) Direct |
16.29% |
0.4941 |
13.2887% |
41.4073% |
0.0834 |
|
|
| |
| 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 |
| Aditya Birla SL Banking and Financial Services Fund (G) Direct |
3.8187% |
0.0005 |
0.0866 |
8.6464% |
0.6533 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
