| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Axis Global Equity Alpha Fund of Fund (G) Direct |
| [Equity: Global] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Axis Global Equity Alpha Fund of Fund (G) Direct |
13.28% |
0.6703 |
13.9450% |
43.6798% |
0.1016 |
|
|
| |
| 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 |
| Axis Global Equity Alpha Fund of Fund (G) Direct |
13.1668% |
0.0000 |
-5.4877 |
23.3005% |
1.4533 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
