Your Current Location : Fund Card : Risk Analysis |
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DSP Large & Mid Cap Fund (G) Direct |
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[Equity: Large & Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Large & Mid Cap Fund (G) Direct |
13.51% |
0.9413 |
11.7202% |
40.1351% |
0.1283 |
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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 |
DSP Large & Mid Cap Fund (G) Direct |
14.3376% |
0.0000 |
-2.2615 |
20.1540% |
1.7500 |
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Up Capture v/s Down Capture |
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