Your Current Location : Fund Card : Risk Analysis |
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DSP Dynamic Asset Allocation (G) Direct |
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[Hybrid: Balanced Advantage] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Dynamic Asset Allocation (G) Direct |
6.61% |
0.7410 |
7.1962% |
41.5882% |
0.1317 |
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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 |
DSP Dynamic Asset Allocation (G) Direct |
7.8569% |
0.0000 |
-163.2434 |
11.2902% |
1.0545 |
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Up Capture v/s Down Capture |
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