Your Current Location : Fund Card : Risk Analysis |
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HDFC Childrens Fund(Lock-in) |
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[Solution: Children Equity] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Childrens Fund Regular Plan |
8.63% |
0.3533 |
8.8860% |
43.6314% |
0.0876 |
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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 |
HDFC Childrens Fund Regular Plan |
4.4911% |
0.6746 |
0.0629 |
7.1760% |
0.9448 |
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Up Capture v/s Down Capture |
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