| Your Current Location : Fund Card : Risk Analysis |
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| Sundaram Diversified Equity IDCW Payout Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Diversified Equity (G) Direct |
11.76% |
0.5812 |
10.3690% |
42.9730% |
0.1036 |
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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 Diversified Equity (G) Direct |
7.4726% |
0.0000 |
-0.9538 |
19.1061% |
1.4164 |
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| Up Capture v/s Down Capture |
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