Your Current Location : Fund Card : Risk Analysis |
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Invesco India Smallcap Fund Reg IDCW |
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[Equity: Small Cap] |
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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 Smallcap Fund Reg (G) |
16.01% |
1.0239 |
14.4285% |
38.1081% |
0.1256 |
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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 Smallcap Fund Reg (G) |
18.9874% |
0.0000 |
-2.2154 |
23.1526% |
1.7770 |
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Up Capture v/s Down Capture |
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