Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
Axis Credit Risk Fund (M) IDCW |
 |
[Debt: Credit Risk] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis Credit Risk Fund (G) |
1.26% |
-0.0903 |
0.8787% |
20.5761% |
0.5126 |
|
|
|
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 |
Axis Credit Risk Fund (G) |
-0.0688% |
0.0000 |
-0.0441 |
4.0052% |
0.5720 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|