Your Current Location : Fund Card : Risk Analysis |
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Quant Value Fund Reg IDCW |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quant Value Fund Reg (G) |
18.29% |
0.7922 |
16.6362% |
41.0811% |
0.1013 |
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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 |
Quant Value Fund Reg (G) |
16.7570% |
0.0000 |
-2.0558 |
25.5466% |
1.5165 |
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Up Capture v/s Down Capture |
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