| Your Current Location : Fund Card : Risk Analysis |
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| Quantum ESG Best in Class Strategy Fund (G) Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quantum ESG Best in Class Strategy Fund (G) Direct |
14.58% |
0.2705 |
11.0775% |
41.1126% |
0.0684 |
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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 |
| Quantum ESG Best in Class Strategy Fund (G) Direct |
0.0846% |
0.0004 |
0.0462 |
7.1498% |
-0.0517 |
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| Up Capture v/s Down Capture |
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