Your Current Location : Fund Card : Risk Analysis |
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Quant Small Cap Fund IDCW |
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[Equity: Small 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 Small Cap Fund (G) |
17.57% |
-0.2717 |
16.3964% |
49.4550% |
0.0010 |
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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 Small Cap Fund (G) |
-7.2527% |
0.0000 |
-0.0433 |
21.4662% |
-0.4589 |
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Up Capture v/s Down Capture |
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