Your Current Location : Fund Card : Risk Analysis |
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DSP World Mining FoF Reg (G) |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP World Mining FoF Reg (G) |
24.97% |
-0.0045 |
21.1938% |
49.6464% |
0.0239 |
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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 World Mining FoF Reg (G) |
0.0299% |
0.4956 |
-0.0028 |
31.0752% |
0.0540 |
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Up Capture v/s Down Capture |
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