Your Current Location : Fund Card : Risk Analysis |
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DSP Quant Fund (G) Direct |
[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Quant Fund (G) Direct |
12.17% |
0.3537 |
9.7880% |
44.7297% |
0.0841 |
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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 Quant Fund (G) Direct |
4.1639% |
0.0000 |
-0.6453 |
18.7226% |
1.1886 |
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Up Capture v/s Down Capture |
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