Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HDFC Gold ETF |
[Gold: Gold Funds] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Gold ETF |
11.91% |
1.0452 |
10.8278% |
46.9003% |
0.1462 |
|
|
|
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 |
HDFC Gold ETF |
14.5628% |
0.0000 |
-0.8736 |
20.8225% |
1.7649 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|