| Your Current Location : Fund Card : Risk Analysis |
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| Quant Large and Mid Cap Fund IDCW Direct |
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| [Equity: Large & Mid Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quant Large and Mid Cap Fund (G) Direct |
16.67% |
0.4862 |
12.1815% |
44.5504% |
0.0883 |
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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 |
| Quant Large and Mid Cap Fund (G) Direct |
8.2529% |
0.8038 |
0.0992 |
10.2874% |
1.2481 |
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| Up Capture v/s Down Capture |
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