Your Current Location : Fund Card : Risk Analysis |
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PGIM India Small Cap Fund IDWC Direct |
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[Equity: Small Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Small Cap Fund (G) Direct |
15.15% |
0.6350 |
12.6725% |
38.3784% |
0.0975 |
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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 |
PGIM India Small Cap Fund (G) Direct |
10.4409% |
0.0000 |
-2.5243 |
20.9545% |
1.4385 |
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Up Capture v/s Down Capture |
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