Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HSBC Tax Saver Equity Fund IDCW Direct |
[Equity: ELSS] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Tax Saver Equity Fund (G) Direct |
14.08% |
0.2871 |
13.2938% |
42.1409% |
0.0633 |
|
|
|
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 Tax Saver Equity Fund (G) Direct |
5.4553% |
1.0085 |
0.0504 |
6.6024% |
1.2085 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|