Your Current Location : Fund Card : Risk Analysis |
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LIC Flexi Cap Fund IDCW |
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[Equity: Flexi 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 Flexi Cap Fund (G) |
13.30% |
-0.2559 |
14.1666% |
46.3415% |
0.0099 |
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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 Flexi Cap Fund (G) |
-4.6186% |
1.0524 |
-0.0476 |
9.4880% |
-0.5278 |
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Up Capture v/s Down Capture |
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