Your Current Location : Fund Card : Risk Analysis |
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Edelweiss Europe Dynamic Equity Off-shore Fund Reg (G) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss Europe Dynamic Equity Off-shore Fund Reg (G) |
16.59% |
-0.1090 |
15.8506% |
50.0000% |
0.0179 |
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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 |
Edelweiss Europe Dynamic Equity Off-shore Fund Reg (G) |
-2.1774% |
0.5557 |
-0.0431 |
21.2859% |
-0.1307 |
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Up Capture v/s Down Capture |
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