| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Low Duration Fund (M) IDCW Direct |
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| [Debt: Low 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 Low Duration Fund (G)Direct |
0.44% |
3.1632 |
0.0721% |
4.6703% |
7.9025 |
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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 Low Duration Fund (G)Direct |
1.3969% |
0.0000 |
-1.9745 |
11.7534% |
1.4913 |
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| Up Capture v/s Down Capture |
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