Your Current Location : Fund Card : Risk Analysis |
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DSP Global Clean Energy FoF IDCW Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Global Clean Energy FoF (G) Direct |
19.57% |
0.1287 |
16.7268% |
48.9422% |
0.0426 |
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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 Global Clean Energy FoF (G) Direct |
1.9800% |
0.0000 |
-0.2776 |
27.7067% |
0.7372 |
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Up Capture v/s Down Capture |
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