Your Current Location : Fund Card : Risk Analysis |
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Quantum Gold Saving Fund (G) Direct |
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[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 |
Quantum Gold Saving Fund (G) Direct |
11.75% |
-0.4587 |
12.4590% |
51.0176% |
-0.0098 |
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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 |
Quantum Gold Saving Fund (G) Direct |
-6.2588% |
-0.0989 |
0.7873 |
26.4903% |
-1.1729 |
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Up Capture v/s Down Capture |
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