Your Current Location : Fund Card : Risk Analysis |
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L&T Liquid Fund (W) IDCW |
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[Debt: Liquid] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
L&T Liquid Fund (G) |
0.30% |
-27.8214 |
0.0107% |
0.7277% |
18.4182 |
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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 |
L&T Liquid Fund (G) |
-2.1816% |
0.0000 |
-13.9857 |
3.3960% |
-0.0592 |
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Up Capture v/s Down Capture |
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