Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HSBC Midcap Fund IDCW Direct |
|
[Equity: Mid Cap] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
L&T Mid Cap Fund (G) Direct |
13.17% |
0.6711 |
13.3572% |
40.1894% |
0.0975 |
|
|
|
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 |
L&T Mid Cap Fund (G) Direct |
12.1114% |
0.8648 |
0.1363 |
10.7243% |
1.5653 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|