Your Current Location : Fund Card : Risk Analysis |
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HDFC Dynamic Debt Fund (Y) ( D) Payout Direct |
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[Debt: Dynamic Bond] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Dynamic Debt Fund (G) Direct |
3.29% |
0.2855 |
1.1394% |
35.5769% |
0.4807 |
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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 Dynamic Debt Fund (G) Direct |
0.9512% |
0.0000 |
-0.0856 |
11.1592% |
0.3587 |
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Up Capture v/s Down Capture |
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