| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| LIC MF Aggressive Hybrid Fund IDCW |
 |
| [Hybrid: Aggressive] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF Aggressive Hybrid Fund (G) |
9.83% |
0.3390 |
9.2491% |
42.9539% |
0.0839 |
|
|
| |
| 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 |
| LIC MF Aggressive Hybrid Fund (G) |
3.6228% |
0.0000 |
0.0250 |
12.4623% |
0.4554 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
