Your Current Location : Fund Card : Risk Analysis |
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Baroda Elss 96 Plan B IDCW Direct |
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[Equity: ELSS] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Baroda Elss 96 Plan B (G) Direct |
20.68% |
0.0727 |
12.9732% |
43.7669% |
0.0448 |
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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 Elss 96 Plan B (G) Direct |
1.6151% |
0.9599 |
0.0131 |
7.3842% |
0.4056 |
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Up Capture v/s Down Capture |
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