Your Current Location : Fund Card : Risk Analysis |
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Union Flexi Cap Fund IDCW Payout Direct |
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[Equity: Flexi Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Union Flexi Cap Fund (G) Direct |
12.25% |
-0.1240 |
12.3403% |
41.4634% |
0.0272 |
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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 |
Union Flexi Cap Fund (G) Direct |
-1.6570% |
0.9364 |
-0.0215 |
5.5720% |
-0.3022 |
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Up Capture v/s Down Capture |
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