Your Current Location : Fund Card : Risk Analysis |
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Sundaram Mid Cap Fund Reg (G) |
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[Equity: Mid Cap] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Mid Cap Fund Reg (G) |
13.74% |
0.4269 |
14.0716% |
42.8184% |
0.0735 |
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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 |
Sundaram Mid Cap Fund Reg (G) |
8.1768% |
0.9360 |
0.0837 |
10.2669% |
1.1361 |
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Up Capture v/s Down Capture |
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