| Your Current Location : Fund Card : Risk Analysis |
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| DSP US Specific Equity Omni FoF IDCW Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP US Specific Equity Omni FoF (G) Direct |
17.08% |
1.0697 |
14.5618% |
41.1765% |
0.1449 |
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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 US Specific Equity Omni FoF (G) Direct |
20.5972% |
0.0002 |
0.5735 |
22.3114% |
1.0511 |
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| Up Capture v/s Down Capture |
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