Your Current Location : Fund Card : Risk Analysis |
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HSBC Global Emerging Markets Fund IDCW Payout |
[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 |
HSBC Global Emerging Markets Fund (G) |
16.67% |
0.1138 |
13.0750% |
46.3855% |
0.0521 |
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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 |
HSBC Global Emerging Markets Fund (G) |
2.3125% |
0.6134 |
0.0340 |
16.2618% |
0.2476 |
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Up Capture v/s Down Capture |
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