Your Current Location : Fund Card : Risk Analysis |
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DSP Credit Risk Fund (D) IDCW Direct |
[Debt: Credit Risk] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
DSP Credit Risk Fund (G) Direct |
6.89% |
1.1283 |
0.5335% |
16.7123% |
2.0409 |
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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 |
DSP Credit Risk Fund (G) Direct |
8.6647% |
0.0000 |
0.1257 |
7.8422% |
1.4882 |
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Up Capture v/s Down Capture |
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