Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Govt. Sec Fund (M) IDCW Direct |
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[Debt: Gilt Fund] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Govt. Sec Fund (G) Direct |
2.65% |
0.8243 |
1.9015% |
41.4030% |
0.3431 |
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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 |
Edelweiss Govt. Sec Fund (G) Direct |
1.4332% |
0.0000 |
-0.2040 |
13.8328% |
1.2543 |
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Up Capture v/s Down Capture |
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