| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Gold E T F Fund of Fund (G) Direct |
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| [Gold: Gold Funds] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF Gold E T F Fund of Fund (G) Direct |
11.86% |
1.2224 |
12.0246% |
41.5948% |
0.1669 |
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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 |
| LIC MF Gold E T F Fund of Fund (G) Direct |
20.8468% |
0.0000 |
-4.0062 |
22.3705% |
2.1215 |
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| Up Capture v/s Down Capture |
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