| Your Current Location : Fund Card : Risk Analysis |
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| Quantum Gold Saving Fund (G) Direct |
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| [Commodity: Gold] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quantum Gold Saving Fund (G) Direct |
16.87% |
1.1518 |
17.6571% |
44.6549% |
0.1290 |
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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 |
| Quantum Gold Saving Fund (G) Direct |
7.8100% |
0.0001 |
0.4074 |
20.4107% |
-0.0677 |
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| Up Capture v/s Down Capture |
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