Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HDFC Childrens Gift Invest Fund Direct |
|
[Solution: Children Equity] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Childrens Gift Invest Fund Direct |
8.60% |
0.4334 |
8.8552% |
43.4959% |
0.0955 |
|
|
|
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 |
HDFC Childrens Gift Invest Fund Direct |
5.4519% |
0.6747 |
0.0772 |
7.1748% |
1.1240 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|