Your Current Location : Fund Card : Risk Analysis |
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Invesco India Corporate Bond Fund Reg (A) IDCW |
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[Debt: Corporate Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Invesco India Corporate Bond Fund Reg (G) |
1.21% |
-1.1049 |
0.7577% |
28.2369% |
0.4874 |
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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 |
Invesco India Corporate Bond Fund Reg (G) |
-0.8621% |
0.0000 |
-0.0266 |
1.1345% |
-0.5354 |
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Up Capture v/s Down Capture |
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