Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Motilal Oswal Ultra Short Term Fund (D) IDCW Direct |
|
[Debt: Ultra Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Motilal Oswal Ultra Short Term Fund (G) Direct |
0.50% |
-3.3638 |
0.1026% |
4.6768% |
3.5978 |
|
|
|
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 |
Motilal Oswal Ultra Short Term Fund (G) Direct |
-1.2088% |
0.0000 |
-1.4691 |
3.8900% |
-0.0998 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|