Your Current Location : Fund Card : Risk Analysis |
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HDFC Gold E T F FoF (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 |
HDFC Gold E T F FoF (G) |
11.69% |
-0.4793 |
12.5730% |
54.9525% |
-0.0130 |
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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 Gold E T F FoF (G) |
-6.5179% |
-0.1170 |
0.7114 |
26.9760% |
-1.1816 |
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Up Capture v/s Down Capture |
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