Your Current Location : Fund Card : Risk Analysis |
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HSBC Business Cycles Fund (G) Direct |
[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) Direct |
14.15% |
0.1922 |
14.0876% |
42.4899% |
0.0535 |
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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) Direct |
3.9608% |
1.0182 |
0.0350 |
8.3598% |
0.7565 |
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Up Capture v/s Down Capture |
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