Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
PGIM India Arbitrage Fund Reg IDCW |
|
[Hybrid: Arbitrage] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Arbitrage Fund Reg (G) |
0.62% |
0.0421 |
0.6905% |
36.0811% |
0.6621 |
|
|
|
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 |
PGIM India Arbitrage Fund Reg (G) |
0.0571% |
0.0000 |
-0.2309 |
2.7874% |
-0.2447 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|