Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
PGIM India ELSS Tax Saver Fund (G) Direct |
 |
[Equity: ELSS] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India ELSS Tax Saver Fund (G) Direct |
11.98% |
0.6542 |
10.3053% |
41.8919% |
0.1101 |
|
|
|
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 ELSS Tax Saver Fund (G) Direct |
8.4329% |
0.0000 |
-1.0078 |
19.1013% |
1.4764 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|