Your Current Location : Fund Card : Risk Analysis |
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HDFC Infrastructure Fund IDCW Payout Direct |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Infrastructure Fund (G) Direct |
16.16% |
-0.0815 |
18.5767% |
44.8509% |
0.0188 |
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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 Infrastructure Fund (G) Direct |
-1.5482% |
1.2713 |
-0.0159 |
14.4295% |
-0.0992 |
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Up Capture v/s Down Capture |
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