Your Current Location : Fund Card : Risk Analysis |
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DSP Credit Risk Fund Reg (G) |
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[Debt: Credit Risk] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Credit Risk Fund Reg (G) |
5.83% |
0.4853 |
0.5785% |
21.6438% |
1.2124 |
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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 |
DSP Credit Risk Fund Reg (G) |
3.3637% |
0.0000 |
1.1233 |
7.8447% |
0.7636 |
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Up Capture v/s Down Capture |
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