Your Current Location : Fund Card : Risk Analysis |
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LIC MF Dividend Yield Fund IDCW |
[Equity: Dividend Yield] |
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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 Dividend Yield Fund (G) |
15.13% |
0.8631 |
12.9899% |
39.4700% |
0.1218 |
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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 Dividend Yield Fund (G) |
14.2600% |
0.0000 |
-1.4671 |
21.9620% |
1.6836 |
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Up Capture v/s Down Capture |
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