| Your Current Location : Fund Card : Risk Analysis |
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| HDFC BSE Sensex Index Fund Direct |
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| [Equity: Index] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC BSE Sensex Index Fund Direct |
12.40% |
0.0404 |
11.6243% |
46.8835% |
0.0452 |
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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 BSE Sensex Index Fund Direct |
1.0072% |
0.9713 |
0.0066 |
2.1324% |
0.9101 |
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| Up Capture v/s Down Capture |
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