| Your Current Location : Fund Card : Risk Analysis |
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| HSBC Global Emerging Markets Fund 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 |
| HSBC Global Emerging Markets Fund (G) Direct |
17.80% |
1.0251 |
14.7133% |
43.4718% |
0.1410 |
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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 |
| HSBC Global Emerging Markets Fund (G) Direct |
18.3111% |
0.0003 |
0.3211 |
18.7633% |
1.2061 |
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| Up Capture v/s Down Capture |
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