| Your Current Location : Fund Card : Risk Analysis |
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| HDFC Gold ETF |
| [Gold: Gold Funds] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC Gold ETF |
11.90% |
1.0452 |
10.8278% |
46.9003% |
0.1462 |
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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 |
| HDFC Gold ETF |
14.5628% |
0.0000 |
-0.8736 |
20.8225% |
1.7649 |
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| Up Capture v/s Down Capture |
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