| Your Current Location : Fund Card : Risk Analysis |
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| DSP 10Y G-Sec Fund (Q) IDCW Direct |
| [Debt: Gilt Fund 10 yr duration] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP 10Y G-Sec Fund (G) Direct |
2.92% |
0.3165 |
2.7453% |
42.6027% |
0.1959 |
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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 10Y G-Sec Fund (G) Direct |
-0.2196% |
0.0000 |
-0.0651 |
14.5783% |
0.8738 |
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| Up Capture v/s Down Capture |
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