| Your Current Location : Fund Card : Risk Analysis |
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| DSP India T.I.G.E.R. Fund Reg IDCW |
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| [Equity: Sectoral] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP India T.I.G.E.R. Fund Reg (G) |
16.86% |
0.1664 |
14.5907% |
44.0541% |
0.0496 |
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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 |
| DSP India T.I.G.E.R. Fund Reg (G) |
3.6003% |
1.0462 |
0.0307 |
9.1323% |
0.6285 |
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| Up Capture v/s Down Capture |
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