| Your Current Location : Fund Card : Risk Analysis |
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| Sundaram Global Brand Theme-Equity Active FOF Reg IDCW |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Global Brand Theme-Equity Active FOF Reg (G) |
14.51% |
0.5260 |
12.6852% |
45.7507% |
0.0937 |
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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 |
| Sundaram Global Brand Theme-Equity Active FOF Reg (G) |
9.6494% |
0.0000 |
-19.2395 |
21.8859% |
1.3501 |
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| Up Capture v/s Down Capture |
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