| Your Current Location : Fund Card : Risk Analysis |
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| PGIM India Emerging Markets Equity FoF (B) |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| PGIM India Emerging Markets Equity FoF (G) |
14.65% |
0.1939 |
15.6377% |
44.1504% |
0.0490 |
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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 |
| PGIM India Emerging Markets Equity FoF (G) |
4.5133% |
0.0000 |
1.3005 |
24.3140% |
0.8788 |
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| Up Capture v/s Down Capture |
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