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HDFC Developed World Equity Passive FOF (G) Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Developed World Equity Passive FOF (G) Direct |
12.70% |
0.8165 |
11.3824% |
44.0541% |
0.1256 |
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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 |
HDFC Developed World Equity Passive FOF (G) Direct |
13.4838% |
0.0000 |
-4.7054 |
20.6537% |
1.6388 |
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Up Capture v/s Down Capture |
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