Your Current Location : Fund Card : Risk Analysis |
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Quant Focused fund IDCW Direct |
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[Equity: Focused] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quant Focused fund (G) Direct |
15.56% |
0.3935 |
11.5892% |
43.6735% |
0.0851 |
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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 Focused fund (G) Direct |
6.5905% |
0.7679 |
0.0823 |
10.6948% |
1.0421 |
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Up Capture v/s Down Capture |
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