| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Edelweiss BHARAT Bond ETF April 2032 (G) |
| [Debt: Long Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Edelweiss BHARAT Bond ETF April 2032 (G) |
2.82% |
0.8282 |
2.1460% |
28.1593% |
0.2904 |
|
|
| |
| 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 |
| Edelweiss BHARAT Bond ETF April 2032 (G) |
1.8112% |
0.0000 |
0.0144 |
2.5003% |
1.0995 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
