Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HDFC Equity Savings Fund (G) Direct |
 |
[Hybrid: Equity Savings] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Equity Savings Fund (G) Direct |
4.61% |
1.0130 |
3.6475% |
39.1892% |
0.2328 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
HDFC Equity Savings Fund (G) Direct |
4.9593% |
0.0000 |
-1.3019 |
13.1544% |
1.7300 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|