Your Current Location : Fund Card : Risk Analysis |
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HDFC Flexi Cap Fund (G) Direct |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Flexi Cap Fund (G) Direct |
12.64% |
0.1257 |
14.9440% |
44.8509% |
0.0444 |
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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 Flexi Cap Fund (G) Direct |
3.0037% |
1.1481 |
0.0224 |
8.7276% |
0.5235 |
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Up Capture v/s Down Capture |
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