Your Current Location : Fund Card : Risk Analysis |
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Canara Robeco CPO Fund Sr 9 IDCW Direct |
[Hybrid: Conservative] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Canara Robeco CPO Fund Sr 9 (G) Direct |
3.17% |
-6.3695 |
0.1541% |
29.6296% |
1.7461 |
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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 |
Canara Robeco CPO Fund Sr 9 (G) Direct |
-22.1365% |
0.0000 |
-0.4695 |
0.7623% |
-2.1121 |
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Up Capture v/s Down Capture |
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