| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Medium to Long Duration Fund IDCW Direct |
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| [Debt: Medium to Long Duration] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF Medium to Long Duration Fund (G) Direct |
2.22% |
0.7155 |
1.5113% |
39.1185% |
0.3901 |
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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 |
| LIC MF Medium to Long Duration Fund (G) Direct |
1.3915% |
0.0000 |
0.0176 |
2.3682% |
0.8373 |
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| Up Capture v/s Down Capture |
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