Your Current Location : Fund Card : Risk Analysis |
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Motilal Oswal Midcap Fund (G) 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 |
Motilal Oswal Midcap Fund (G) Direct |
18.32% |
0.1838 |
14.8947% |
43.2249% |
0.0506 |
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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 |
Motilal Oswal Midcap Fund (G) Direct |
3.8921% |
0.8771 |
0.0407 |
13.2817% |
0.4738 |
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Up Capture v/s Down Capture |
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