Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HDFC Hybrid Debt Fund (M) IDCW Payout Direct |
|
[Hybrid: Conservative] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Hybrid Debt Fund (G) Direct |
3.95% |
1.1688 |
3.3014% |
37.4140% |
0.2594 |
|
|
|
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 |
HDFC Hybrid Debt Fund (G) Direct |
5.9857% |
0.0000 |
0.0909 |
4.6382% |
1.9098 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|