Your Current Location : Fund Card : Risk Analysis |
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PGIM India Emerging Markets Equity Fund (G) Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Emerging Markets Equity Fund (G) Direct |
17.94% |
-0.0976 |
16.2977% |
45.5902% |
0.0180 |
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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 |
PGIM India Emerging Markets Equity Fund (G) Direct |
-2.0099% |
0.5214 |
-0.0423 |
22.3357% |
-0.1124 |
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Up Capture v/s Down Capture |
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