Your Current Location : Fund Card : Risk Analysis |
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Baroda Midcap Fund Plan B IDCW Direct |
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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 Plan B (G) Direct |
21.45% |
-0.0235 |
15.5960% |
41.8699% |
0.0287 |
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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 Plan B (G) Direct |
-0.1025% |
0.9736 |
-0.0048 |
12.0375% |
0.0374 |
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Up Capture v/s Down Capture |
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