| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| DSP Focus Fund Reg Fund IDCW |
 |
| [Equity: Focused] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP Focus Fund Reg Fund (G) |
15.19% |
0.0481 |
12.7778% |
46.8919% |
0.0424 |
|
|
| |
| High Watermark Gain Stream (%) |
|
|
|
|
| Maximum Drawdown Loss Stream (%) |
|
|
|
| |
| Gain Loss Ratio = 0.00 |
| |
| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| DSP Focus Fund Reg Fund (G) |
1.1937% |
0.9741 |
0.0085 |
6.8568% |
0.3330 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
