| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Baroda BNP Paribas Equity Savings Fund Reg (G) |
 |
| [Hybrid: Equity Savings] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Baroda BNP Paribas Equity Savings Fund Reg (G) |
5.68% |
0.4491 |
4.5334% |
38.1275% |
0.1452 |
|
|
| |
| 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 |
| Baroda BNP Paribas Equity Savings Fund Reg (G) |
1.1167% |
0.0002 |
0.0753 |
9.8692% |
-0.2310 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
