| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Sundaram Ultra Short Duration Fund Reg (G) |
 |
| [Debt: Ultra Short Duration] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Ultra Short Duration Fund Reg (G) |
0.42% |
-0.7866 |
0.0911% |
2.4793% |
4.8216 |
|
|
| |
| 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 |
| Sundaram Ultra Short Duration Fund Reg (G) |
-0.3805% |
0.0000 |
-0.0103 |
0.6194% |
-1.4311 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
