Your Current Location : Fund Card : Risk Analysis |
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Groww Arbitrage Fund Reg (G) |
[Hybrid: Arbitrage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Groww Arbitrage Fund Reg (G) |
0.59% |
0.0794 |
1.6932% |
31.6216% |
0.2749 |
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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 |
Groww Arbitrage Fund Reg (G) |
0.2066% |
0.0000 |
-0.1838 |
3.5269% |
-0.1820 |
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Up Capture v/s Down Capture |
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