Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Invesco India ESG Integration Strategy Fund Reg (G) |
[Equity: Thematic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India ESG Integration Strategy Fund Reg (G) |
12.66% |
0.4505 |
11.0720% |
42.0270% |
0.0881 |
|
|
|
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 |
Invesco India ESG Integration Strategy Fund Reg (G) |
5.8631% |
0.0000 |
-0.6391 |
20.0958% |
1.2521 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|