Your Current Location : Fund Card : Risk Analysis |
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Sundaram Consumption Fund (G) Direct |
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[Equity: Thematic] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Consumption Fund (G) Direct |
12.52% |
0.7407 |
12.4565% |
40.9214% |
0.1066 |
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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 Consumption Fund (G) Direct |
12.6687% |
0.8953 |
0.1379 |
8.2503% |
2.0932 |
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Up Capture v/s Down Capture |
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