Your Current Location : Fund Card : Risk Analysis |
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DSP World Agriculture Reg 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 |
DSP World Agriculture Reg Fund (G) |
14.66% |
-0.3421 |
10.9178% |
48.6563% |
0.0109 |
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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 |
DSP World Agriculture Reg Fund (G) |
-4.9969% |
0.3086 |
-0.1656 |
18.0909% |
-0.3168 |
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Up Capture v/s Down Capture |
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