Your Current Location : Fund Card : Risk Analysis |
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PGIM India Global Equity Opportunities Fund (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 |
PGIM India Global Equity Opportunities Fund (G) |
19.69% |
-0.4308 |
12.1354% |
46.8835% |
-0.0077 |
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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 Global Equity Opportunities Fund (G) |
-7.0835% |
0.3772 |
-0.1919 |
18.6182% |
-0.5302 |
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Up Capture v/s Down Capture |
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