| Your Current Location : Fund Card : Risk Analysis |
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| Quant Large Cap Fund IDCW Direct |
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| [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 |
16.56% |
0.4529 |
13.3441% |
43.0122% |
0.0785 |
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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 |
3.6519% |
0.0004 |
0.0807 |
9.6315% |
0.5342 |
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| Up Capture v/s Down Capture |
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