| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| DSP Large Cap Fund Reg IDCW |
 |
| [Equity: Large Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP Large Cap Fund Reg (G) |
11.33% |
0.8531 |
9.4883% |
42.5676% |
0.1364 |
|
|
| |
| 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 |
| DSP Large Cap Fund Reg (G) |
11.1583% |
0.0000 |
-2.1570 |
18.3557% |
1.7032 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
