Your Current Location : Fund Card : Risk Analysis |
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Sundaram Banking & PSU Debt Fund (D) IDCW Direct |
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[Debt: Banking and PSU] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Banking & PSU Debt Fund (G) Direct |
1.13% |
-1.1760 |
0.7660% |
24.4842% |
0.4737 |
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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 Banking & PSU Debt Fund (G) Direct |
-1.2690% |
0.0000 |
-0.4384 |
3.9462% |
-0.1291 |
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Up Capture v/s Down Capture |
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