Your Current Location : Fund Card : Risk Analysis |
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LIC Large Cap Fund 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 |
LIC Large Cap Fund (G) |
12.94% |
0.3688 |
11.0444% |
43.6486% |
0.0795 |
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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 |
LIC Large Cap Fund (G) |
4.6961% |
0.0000 |
-0.6139 |
19.8122% |
1.1759 |
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Up Capture v/s Down Capture |
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