| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Quant Value Fund IDCW Direct |
 |
| [Equity: Value] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quant Value Fund (G) Direct |
19.06% |
0.6982 |
16.2717% |
41.7910% |
0.0932 |
|
|
| |
| 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 |
| Quant Value Fund (G) Direct |
10.1174% |
0.0005 |
0.1352 |
13.6600% |
1.0328 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|