Your Current Location : Fund Card : Risk Analysis |
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Axis 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 |
Axis Quant Fund (G) Direct |
13.88% |
0.6016 |
11.4845% |
39.0310% |
0.0991 |
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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 |
Axis Quant Fund (G) Direct |
8.6865% |
0.0000 |
-1.3288 |
19.9267% |
1.4178 |
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Up Capture v/s Down Capture |
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