Your Current Location : Fund Card : Risk Analysis |
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Quant Flexi Cap Fund (G) Direct |
[Equity: Flexi 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 Flexi Cap Fund (G) Direct |
16.64% |
0.0816 |
84.6342% |
44.4142% |
0.0135 |
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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 Flexi Cap Fund (G) Direct |
10.0950% |
0.9485 |
0.1029 |
118.4343% |
0.1193 |
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Up Capture v/s Down Capture |
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