Your Current Location : Fund Card : Risk Analysis |
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HDFC Top 100 Fund (G) |
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[Equity: Large Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Top 100 Fund (G) |
12.93% |
0.0739 |
14.2194% |
45.3930% |
0.0409 |
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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 |
HDFC Top 100 Fund (G) |
1.8545% |
1.1258 |
0.0127 |
6.6764% |
0.4529 |
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Up Capture v/s Down Capture |
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