Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
DSP Regular Savings Fund Reg (Q) IDCW |
|
[Hybrid: Conservative] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Regular Savings Fund Reg (G) |
3.51% |
0.5104 |
2.5119% |
41.7355% |
0.2405 |
|
|
|
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 |
DSP Regular Savings Fund Reg (G) |
2.5347% |
0.0000 |
0.0245 |
3.7023% |
1.0482 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|