Your Current Location : Fund Card : Risk Analysis |
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LIC MF Medium to Long Duration Bond Fund IDCW |
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[Debt: Medium to Long Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC MF Medium to Long Duration Bond Fund (G) |
2.16% |
-0.6593 |
1.5273% |
43.9394% |
0.2244 |
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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 |
LIC MF Medium to Long Duration Bond Fund (G) |
-1.1355% |
0.0000 |
-0.0278 |
2.3657% |
-0.4712 |
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Up Capture v/s Down Capture |
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