Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Edelweiss 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 |
Edelweiss Liquid Fund (G) Direct |
0.37% |
6.5977 |
0.0284% |
0.5561% |
12.3781 |
|
|
|
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 |
Edelweiss Liquid Fund (G) Direct |
0.8178% |
0.0000 |
0.1414 |
0.5806% |
0.7841 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|