Your Current Location : Fund Card : Risk Analysis |
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HDFC Large And Mid Cap Fund Reg (G) |
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[Equity: Large & 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 |
HDFC Large And Mid Cap Fund Reg (G) |
14.35% |
-0.0522 |
12.8958% |
48.2385% |
0.0314 |
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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 |
HDFC Large And Mid Cap Fund Reg (G) |
-0.5406% |
1.0287 |
-0.0090 |
5.9049% |
-0.0605 |
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Up Capture v/s Down Capture |
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