| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Mahindra Manulife Asia Pacific REITs FoF IDCW Direct |
| [Equity: Global] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Mahindra Manulife Asia Pacific REITs FoF (G) Direct |
18.38% |
-0.5014 |
12.6478% |
52.5036% |
-0.0208 |
|
|
| |
| 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 Asia Pacific REITs FoF (G) Direct |
-10.2597% |
0.0000 |
0.7296 |
22.7886% |
-0.1078 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
