Your Current Location : Fund Card : Risk Analysis |
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PGIM India Equity Savings Fund Reg (M) ( D) |
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[Hybrid: Equity Savings] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Equity Savings Fund Reg (G) |
2.06% |
0.4862 |
2.7731% |
42.9730% |
0.2145 |
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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 |
PGIM India Equity Savings Fund Reg (G) |
2.0936% |
0.0000 |
-17.4098 |
4.9550% |
0.4049 |
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Up Capture v/s Down Capture |
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