| Your Current Location : Fund Card : Risk Analysis |
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| Quant Multi Asset Fund IDCW |
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| [Hybrid: Multi-Asset] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quant Multi Asset Fund (G) |
13.26% |
0.7001 |
10.9353% |
44.3089% |
0.1131 |
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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 |
| Quant Multi Asset Fund (G) |
10.6141% |
0.0000 |
32.6707 |
19.1591% |
1.3607 |
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| Up Capture v/s Down Capture |
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