Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HSBC Managed Solutions India Growth Fund IDCW Direct |
|
[Hybrid: Aggressive] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Managed Solutions India Growth Fund (G) Direct |
11.03% |
0.3047 |
10.3429% |
42.0470% |
0.0784 |
|
|
|
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 |
HSBC Managed Solutions India Growth Fund (G) Direct |
4.5188% |
0.7947 |
0.0535 |
5.9309% |
1.2924 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|