Your Current Location : Fund Card : Risk Analysis |
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HSBC Medium to Long Duration Fund IDCW |
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[Debt: Medium to Long Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Medium to Long Duration Fund (G) |
2.24% |
-0.9369 |
1.8939% |
43.5262% |
0.1427 |
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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 |
HSBC Medium to Long Duration Fund (G) |
-2.4730% |
0.0000 |
0.1128 |
11.3226% |
-0.3504 |
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Up Capture v/s Down Capture |
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