Your Current Location : Fund Card : Risk Analysis |
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DSP World Gold 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 FoF Reg (G) |
27.01% |
-0.0708 |
26.8287% |
50.6365% |
0.0132 |
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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 FoF Reg (G) |
-2.7256% |
0.0910 |
-0.3034 |
41.7224% |
-0.0300 |
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Up Capture v/s Down Capture |
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