Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
LIC MF Low Duration Fund (D) IDCW Direct |
|
[Debt: Low Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC MF Low Duration Fund (G)Direct |
0.58% |
-0.0668 |
0.1908% |
7.5758% |
2.4005 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
LIC MF Low Duration Fund (G)Direct |
0.1339% |
0.0000 |
-0.0017 |
1.0021% |
1.2358 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|