Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
NAVI Liquid Fund (G) Direct |
 |
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
NAVI Liquid Fund (G) Direct |
0.15% |
4.2729 |
0.0020% |
0.1065% |
196.1917 |
|
|
|
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 |
NAVI Liquid Fund (G) Direct |
0.7089% |
0.0000 |
-30.2286 |
10.3666% |
1.2286 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|