| Your Current Location : Fund Card : Risk Analysis |
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| Sundaram Value Fund Reg (G) |
| [Equity: ELSS] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Value Fund Reg (G) |
11.62% |
0.5372 |
10.3897% |
43.2432% |
0.0993 |
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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 Value Fund Reg (G) |
6.8367% |
0.0000 |
-0.8803 |
19.1069% |
1.3730 |
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| Up Capture v/s Down Capture |
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