Your Current Location : Fund Card : Risk Analysis |
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PGIM India Mid Cap Opp Fund IDCW Direct |
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[Equity: 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 |
PGIM India Mid Cap Opp Fund (G) Direct |
14.15% |
0.0711 |
14.2599% |
41.5989% |
0.0414 |
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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 |
PGIM India Mid Cap Opp Fund (G) Direct |
1.6605% |
0.9481 |
0.0138 |
10.0082% |
0.3174 |
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Up Capture v/s Down Capture |
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