Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
LIC Childrens Fund (G) |
 |
[Solution: Children Equity] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC Childrens Fund (G) |
13.11% |
0.3106 |
12.0840% |
40.9459% |
0.0687 |
|
|
|
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 |
LIC Childrens Fund (G) |
4.5484% |
0.0000 |
-1.0394 |
20.2743% |
1.1046 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|