Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Sundaram Money Market Fund (D) IDCW Direct |
|
[Debt: Money Market] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Money Market Fund (G) Direct |
0.52% |
-2.0098 |
0.0382% |
2.6135% |
10.7071 |
|
|
|
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 |
Sundaram Money Market Fund (G) Direct |
-0.6695% |
0.0000 |
-0.8178 |
3.8882% |
0.0982 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|