Your Current Location : Fund Card : Risk Analysis |
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PGIM India Corporate Bond Fund Reg (M) IDCW |
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[Debt: Corporate Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Corporate Bond Fund Reg (G) |
0.98% |
-1.2224 |
0.5648% |
26.5840% |
0.6661 |
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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 |
PGIM India Corporate Bond Fund Reg (G) |
-0.8560% |
0.0000 |
-0.0320 |
1.0559% |
-0.4499 |
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Up Capture v/s Down Capture |
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