Your Current Location : Fund Card : Risk Analysis |
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HDFC Retirement Savings Fund Hybrid Debt Plan (G) Direct |
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[Solution: Retirement Debt] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Retirement Savings Fund Hybrid Debt Plan (G) Direct |
3.53% |
1.1266 |
2.6457% |
37.8601% |
0.3013 |
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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 Retirement Savings Fund Hybrid Debt Plan (G) Direct |
3.7695% |
0.0000 |
-0.6467 |
13.0539% |
1.6746 |
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Up Capture v/s Down Capture |
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