Your Current Location : Fund Card : Risk Analysis |
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Axis Gold Fund (G) |
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[Gold: Gold Funds] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis Gold Fund (G) |
10.61% |
-0.5509 |
12.4928% |
52.7815% |
-0.0204 |
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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 |
Axis Gold Fund (G) |
-8.4346% |
-0.0685 |
1.3870 |
26.2650% |
-1.2798 |
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Up Capture v/s Down Capture |
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