Your Current Location : Fund Card : Risk Analysis |
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SBI ETF Nifty Next 50 |
[Equity: Index] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI ETF Nifty Next 50 |
17.97% |
0.5454 |
16.0109% |
40.5080% |
0.0794 |
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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 |
SBI ETF Nifty Next 50 |
10.5894% |
0.0000 |
-1.3494 |
24.4320% |
1.2588 |
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Up Capture v/s Down Capture |
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