Your Current Location : Fund Card : Risk Analysis |
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HDFC Focused Fund IDCW |
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[Equity: Focused] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Focused Fund (G) |
10.15% |
1.3257 |
8.7397% |
40.5405% |
0.1858 |
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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 |
HDFC Focused Fund (G) |
16.1210% |
0.0000 |
-2.3603 |
17.7346% |
2.1180 |
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Up Capture v/s Down Capture |
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