Your Current Location : Fund Card : Risk Analysis |
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HSBC Business Cycles Fund IDCW |
[Equity: Thematic] |
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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 Business Cycles Fund (G) |
15.54% |
0.1546 |
14.1133% |
42.6252% |
0.0499 |
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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 Business Cycles Fund (G) |
3.2633% |
1.0182 |
0.0282 |
8.3650% |
0.6424 |
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Up Capture v/s Down Capture |
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