Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Axis Gold Fund (G) |
 |
[Gold: Gold Funds] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis Gold Fund (G) |
11.51% |
1.0927 |
9.8411% |
44.5491% |
0.1597 |
|
|
|
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 |
Axis Gold Fund (G) |
14.7581% |
0.0000 |
-1.0061 |
20.0797% |
1.8190 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|