| Your Current Location : Fund Card : Risk Analysis |
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| Edelweiss Gold and Silver E T F FoF Direct IDCW |
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| [Commodity: Gold & Silver] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Edelweiss Gold and Silver E T F FoF (G) Direct |
25.78% |
1.0793 |
24.2993% |
44.7154% |
0.1100 |
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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 Gold and Silver E T F FoF (G) Direct |
11.1304% |
0.0001 |
0.4244 |
27.5878% |
0.2365 |
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| Up Capture v/s Down Capture |
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