Your Current Location : Fund Card : Risk Analysis |
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Sundaram Small Cap Fund (G) Direct |
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[Equity: Small Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Small Cap Fund (G) Direct |
14.27% |
0.2614 |
16.7952% |
42.5474% |
0.0530 |
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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 |
Sundaram Small Cap Fund (G) Direct |
5.9588% |
1.0278 |
0.0543 |
13.2418% |
0.6716 |
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Up Capture v/s Down Capture |
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