| Your Current Location : Fund Card : Risk Analysis |
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| HDFC ELSS Tax saver (G) Direct |
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| [Equity: ELSS] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC ELSS Tax saver (G) Direct |
12.13% |
0.1145 |
13.9934% |
44.3089% |
0.0458 |
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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 ELSS Tax saver (G) Direct |
2.5562% |
1.0594 |
0.0204 |
7.7042% |
0.5373 |
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| Up Capture v/s Down Capture |
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