| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Aditya Birla SL Nifty 50 Equal Weight Index Fund IDCW Direct |
 |
| [Equity: Index] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Aditya Birla SL Nifty 50 Equal Weight Index Fund (G) Direct |
14.18% |
0.6139 |
11.2868% |
44.7761% |
0.1012 |
|
|
| |
| 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 |
| Aditya Birla SL Nifty 50 Equal Weight Index Fund (G) Direct |
5.1564% |
0.0004 |
0.0969 |
4.3194% |
1.6138 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
