Your Current Location : Fund Card : Risk Analysis |
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LIC Large Cap Fund IDCW Direct |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC Large Cap Fund (G) Direct |
12.81% |
-0.0649 |
12.2596% |
44.9118% |
0.0332 |
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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 Large Cap Fund (G) Direct |
-0.7302% |
0.9571 |
-0.0111 |
5.1112% |
0.0170 |
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Up Capture v/s Down Capture |
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