Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Edelweiss BHARAT Bond FOF April 2025 IDCW Direct |
[Others: FoFs Domestic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Edelweiss BHARAT Bond FOF April 2025 (G) Direct |
1.88% |
-0.2412 |
1.5373% |
37.9642% |
0.2721 |
|
|
|
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 FOF April 2025 (G) Direct |
-0.5202% |
0.0000 |
-0.2384 |
4.4271% |
0.1241 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|