Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HDFC Medium Term Debt Fund (F) IDCW |
|
[Debt: Medium Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Medium Term Debt Fund (G) |
1.50% |
-0.3361 |
1.1142% |
29.2985% |
0.3804 |
|
|
|
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 |
HDFC Medium Term Debt Fund (G) |
-0.1174% |
0.0000 |
-0.0115 |
1.5714% |
0.3793 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|