Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
LIC Liquid Fund (G) Direct |
|
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC Liquid Fund (G) Direct |
0.48% |
-3.3379 |
0.0168% |
0.5479% |
16.9922 |
|
|
|
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 |
LIC Liquid Fund (G) Direct |
-0.3699% |
0.0000 |
-0.1142 |
0.7696% |
0.4918 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|