Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Edelweiss BHARAT Bond ETF April 2025 Reg (G) |
[Debt: Medium Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss BHARAT Bond ETF April 2025 Reg (G) |
1.66% |
-0.5266 |
1.2196% |
24.8626% |
0.3271 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
Edelweiss BHARAT Bond ETF April 2025 Reg (G) |
-0.3689% |
0.0000 |
-0.0161 |
1.5555% |
0.0840 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|