Your Current Location : Fund Card : Risk Analysis |
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HSBC Value Fund IDCW Direct |
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[Equity: Value] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
L&T India Value Fund (G) Direct |
14.34% |
0.4816 |
14.5932% |
41.5426% |
0.0783 |
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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 |
L&T India Value Fund (G) Direct |
9.6667% |
1.0351 |
0.0896 |
9.3322% |
1.4726 |
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Up Capture v/s Down Capture |
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