Your Current Location : Fund Card : Risk Analysis |
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SBI Nifty 10 yr Benchmark G-Sec ETF |
[Debt: Gilt Fund 10 yr duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
SBI Nifty 10 yr Benchmark G-Sec ETF |
3.18% |
-0.3401 |
3.7514% |
46.7123% |
0.0867 |
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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 Nifty 10 yr Benchmark G-Sec ETF |
-2.4376% |
0.0000 |
0.0453 |
13.3973% |
-0.0170 |
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Up Capture v/s Down Capture |
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