Your Current Location : Fund Card : Risk Analysis |
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Sundaram Global Brand Fund IDCW Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Global Brand Fund (G) Direct |
15.44% |
0.0451 |
10.8232% |
47.0423% |
0.0498 |
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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 |
Sundaram Global Brand Fund (G) Direct |
0.8718% |
0.4915 |
0.0141 |
15.4432% |
0.0987 |
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Up Capture v/s Down Capture |
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