Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Mahindra Manulife Multi Cap Fund IDCW Direct |
 |
[Equity: Multi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Mahindra Manulife Multi Cap Fund (G) Direct |
14.59% |
0.8498 |
14.6214% |
40.5405% |
0.1089 |
|
|
|
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 |
Mahindra Manulife Multi Cap Fund (G) Direct |
15.2804% |
0.0000 |
-1.6396 |
22.9891% |
1.6074 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|