Your Current Location : Fund Card : Risk Analysis |
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Quant Large Cap Fund (G) Direct |
[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quant Large Cap Fund (G) Direct |
0.00% |
0.5218 |
13.1071% |
42.0765% |
0.0848 |
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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 Large Cap Fund (G) Direct |
8.9182% |
0.0000 |
-2.0091 |
21.6600% |
1.2966 |
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Up Capture v/s Down Capture |
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