| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Motilal Oswal Gold and Silver Passive FoF (G) Direct |
 |
| [Commodity: Gold & Silver] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Motilal Oswal Gold and Silver Passive FoF (G) Direct |
24.82% |
1.0090 |
23.5359% |
44.1137% |
0.1039 |
|
|
| |
| 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 |
| Motilal Oswal Gold and Silver Passive FoF (G) Direct |
9.6154% |
0.0001 |
0.4264 |
27.0411% |
0.0667 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
