| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Sundaram Medium Duration Fund Reg (G) |
 |
| [Debt: Medium Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Medium Duration Fund Reg (G) |
1.85% |
-1.2688 |
1.3766% |
40.4959% |
0.2004 |
|
|
| |
| 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 |
| Sundaram Medium Duration Fund Reg (G) |
-2.0385% |
0.0000 |
-0.0506 |
1.9558% |
-1.1460 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
