Your Current Location : Fund Card : Risk Analysis |
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Quant Active Fund IDCW |
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[Equity: Multi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quant Active Fund (G) |
16.64% |
0.0302 |
130.3981% |
44.4142% |
0.0070 |
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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 Active Fund (G) |
5.8226% |
0.7407 |
0.0751 |
183.2336% |
0.0524 |
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Up Capture v/s Down Capture |
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