| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Mahindra Manulife Flexi Cap Fund Reg IDCW Payout |
 |
| [Equity: Flexi Cap] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Mahindra Manulife Flexi Cap Fund Reg (G) |
14.04% |
0.4022 |
11.6567% |
41.6554% |
0.0784 |
|
|
| |
| 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 |
| Mahindra Manulife Flexi Cap Fund Reg (G) |
1.8893% |
0.0004 |
0.0646 |
5.1487% |
0.5068 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
