Your Current Location : Fund Card : Risk Analysis |
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Bandhan Asset Allocation FoF Aggressive (G) Direct |
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[Others: FoFs Domestic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan Asset Allocation FoF Aggressive (G) Direct |
8.78% |
0.6985 |
8.1059% |
41.9532% |
0.1293 |
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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 |
Bandhan Asset Allocation FoF Aggressive (G) Direct |
7.8580% |
0.0000 |
-1.3067 |
12.0627% |
1.0425 |
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Up Capture v/s Down Capture |
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