Your Current Location : Fund Card : Risk Analysis |
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SBI Magnum Constant Maturity Fund Reg IDCW |
[Debt: Gilt Fund 10 yr duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Magnum Constant Maturity Fund Reg (G) |
2.88% |
0.6230 |
2.4319% |
41.7808% |
0.2598 |
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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 Magnum Constant Maturity Fund Reg (G) |
0.8028% |
0.0000 |
-0.1400 |
14.3500% |
1.1802 |
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Up Capture v/s Down Capture |
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