Your Current Location : Fund Card : Risk Analysis |
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DSP Healthcare Fund (Q) IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Healthcare Fund (G) |
14.38% |
1.2065 |
10.1992% |
42.4828% |
0.1673 |
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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 |
DSP Healthcare Fund (G) |
18.0169% |
0.0000 |
15.8858 |
18.7943% |
2.0893 |
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Up Capture v/s Down Capture |
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