Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Mirae Asset Large & Midcap Fund (G) Direct |
|
[Equity: Large & Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Mirae Asset Large & Midcap Fund (G) Direct |
13.30% |
0.6629 |
13.6239% |
41.3279% |
0.0969 |
|
|
|
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 |
Mirae Asset Large & Midcap Fund (G) Direct |
12.2200% |
0.9387 |
0.1266 |
9.3989% |
1.8215 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|