Your Current Location : Fund Card : Risk Analysis |
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SBI Multi Asset Allocation Fund (A) IDCW Payout Direct |
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[Hybrid: Multi-Asset] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Multi Asset Allocation Fund (G) Direct |
6.89% |
1.3929 |
5.3046% |
38.8736% |
0.2331 |
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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 |
SBI Multi Asset Allocation Fund (G) Direct |
11.8282% |
0.0000 |
0.0941 |
7.7671% |
2.0580 |
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Up Capture v/s Down Capture |
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