| Your Current Location : Fund Card : Risk Analysis |
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| Sundaram Global Brand Theme-Equity Active FOF (G) Direct |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Sundaram Global Brand Theme-Equity Active FOF (G) Direct |
14.52% |
0.5875 |
12.6483% |
45.1841% |
0.1002 |
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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 Global Brand Theme-Equity Active FOF (G) Direct |
10.7873% |
0.0000 |
-22.6716 |
21.8850% |
1.4196 |
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| Up Capture v/s Down Capture |
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