Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HDFC Multi Cap Fund IDCW Direct |
 |
[Equity: Multi Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Multi Cap Fund (G) Direct |
14.13% |
1.0175 |
12.2852% |
37.9730% |
0.1332 |
|
|
|
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 Multi Cap Fund (G) Direct |
16.1080% |
0.0000 |
-2.0732 |
20.8116% |
1.8161 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|