| Your Current Location : Fund Card : Risk Analysis |
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| Quant Gilt Fund (G) Direct |
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| [Debt: Gilt Fund] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quant Gilt Fund (G) Direct |
2.30% |
-0.0645 |
1.3753% |
34.9862% |
0.3287 |
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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 |
| Quant Gilt Fund (G) Direct |
-0.4172% |
0.0000 |
-0.0027 |
2.0374% |
-0.4538 |
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| Up Capture v/s Down Capture |
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