Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HSBC Global Emerging Markets Fund (G) Direct |
[Equity: Global] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Global Emerging Markets Fund (G) Direct |
16.68% |
0.1557 |
13.0408% |
46.3855% |
0.0570 |
|
|
|
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 |
HSBC Global Emerging Markets Fund (G) Direct |
3.0790% |
0.6134 |
0.0465 |
16.2615% |
0.3191 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|