Your Current Location : Fund Card : Risk Analysis |
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PGIM India Large Cap Fund Reg IDCW |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Large Cap Fund Reg (G) |
12.52% |
0.0145 |
11.8201% |
47.0190% |
0.0425 |
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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 |
PGIM India Large Cap Fund Reg (G) |
0.6133% |
0.9744 |
0.0024 |
2.6557% |
0.5674 |
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Up Capture v/s Down Capture |
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