Your Current Location : Fund Card : Risk Analysis |
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Baroda Midcap Fund (G) |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Baroda Midcap Fund (G) |
21.46% |
-0.0635 |
15.6639% |
41.4634% |
0.0247 |
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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 |
Baroda Midcap Fund (G) |
-0.9002% |
0.9737 |
-0.0130 |
12.0960% |
-0.0595 |
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Up Capture v/s Down Capture |
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