Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Invesco India Ultra Short Duration Fund (M) IDCW Direct |
|
[Debt: Ultra Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Ultra Short Duration Fund (G) Direct |
0.53% |
0.2991 |
0.1464% |
3.9945% |
3.2041 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Invesco India Ultra Short Duration Fund (G) Direct |
0.2639% |
0.0000 |
0.0076 |
1.0030% |
1.4472 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|