| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| HSBC Nifty 50 Index Fund Reg IDCW Payout |
 |
| [Equity: Index] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HSBC Nifty 50 Index Fund Reg (G) |
13.70% |
0.2954 |
10.9899% |
45.8728% |
0.0719 |
|
|
| |
| 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 |
| HSBC Nifty 50 Index Fund Reg (G) |
-0.4586% |
0.0004 |
0.0459 |
0.4315% |
-0.9672 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
