Your Current Location : Fund Card : Risk Analysis |
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Bandhan G Sec Constant Maturity Plan IDCW Periodic Direct |
[Debt: Gilt Fund 10 yr duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Bandhan G Sec Constant Maturity Plan (G) Direct |
2.94% |
-0.2287 |
2.9810% |
43.6039% |
0.1315 |
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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 G Sec Constant Maturity Plan (G) Direct |
-1.5728% |
0.0000 |
0.0266 |
12.8602% |
0.0794 |
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Up Capture v/s Down Capture |
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