Your Current Location : Fund Card : Risk Analysis |
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HDFC Arbitrage Fund WP (G) |
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[Hybrid: Arbitrage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Arbitrage Fund WP (G) |
0.39% |
0.9818 |
0.4944% |
28.6486% |
1.0736 |
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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 |
HDFC Arbitrage Fund WP (G) |
1.0755% |
0.0000 |
7.5562 |
11.5965% |
1.4377 |
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Up Capture v/s Down Capture |
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