Your Current Location : Fund Card : Risk Analysis |
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Aditya Birla SL Active Debt MM FoF IDCW 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 |
Aditya Birla SL Active Debt MM FoF (G) Direct |
9.28% |
-0.0412 |
8.2258% |
20.0825% |
0.0531 |
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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 |
Aditya Birla SL Active Debt MM FoF (G) Direct |
-0.3753% |
0.0000 |
-1.7716 |
9.9457% |
0.0901 |
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Up Capture v/s Down Capture |
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