Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HSBC Liquid Fund (D) IDCW Direct |
 |
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Liquid Fund (G) Direct |
0.36% |
4.1887 |
0.0577% |
2.8626% |
6.2584 |
|
|
|
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 Liquid Fund (G) Direct |
0.7988% |
0.0000 |
0.2095 |
0.6181% |
0.7347 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|