| Your Current Location : Fund Card : Risk Analysis |
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| DSP World Gold Mining Overseas Equity Omni FoF Reg IDCW |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP World Gold Mining Overseas Equity Omni FoF Reg (G) |
27.78% |
0.6927 |
23.1607% |
47.9197% |
0.0963 |
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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 |
| DSP World Gold Mining Overseas Equity Omni FoF Reg (G) |
22.5989% |
0.0000 |
-1.4997 |
37.5752% |
1.3180 |
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| Up Capture v/s Down Capture |
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