Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Mirae Asset Ultra Short Duration Fund IDCW Direct |
|
[Debt: Ultra Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Mirae Asset Ultra Short Duration Fund (G) Direct |
0.48% |
0.6047 |
0.0907% |
3.3058% |
5.2594 |
|
|
|
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 |
Mirae Asset Ultra Short Duration Fund (G) Direct |
0.3569% |
0.0000 |
0.0161 |
1.0149% |
1.5801 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|