| Your Current Location : Fund Card : Risk Analysis |
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| DSP US Flexible Equity FoF Reg IDCW |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP US Flexible Equity FoF Reg (G) |
13.72% |
0.2056 |
11.3035% |
45.8636% |
0.0644 |
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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 US Flexible Equity FoF Reg (G) |
3.2531% |
0.3303 |
0.0952 |
18.1170% |
0.3138 |
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| Up Capture v/s Down Capture |
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