Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Motilal Oswal Liquid Fund (Q) IDCW Payout |
 |
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Motilal Oswal Liquid Fund (G) Direct |
0.35% |
2.1464 |
0.0268% |
0.9868% |
14.5556 |
|
|
|
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 |
Motilal Oswal Liquid Fund (G) Direct |
0.3877% |
0.0000 |
0.0806 |
0.6473% |
0.1021 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|