Your Current Location : Fund Card : Risk Analysis |
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HSBC Asia Pacific (Ex Japan) Dividend Yield IDCW 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 |
HSBC Asia Pacific (Ex Japan) Dividend Yield (G) Direct |
15.54% |
0.4018 |
13.4994% |
47.6879% |
0.0794 |
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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 Asia Pacific (Ex Japan) Dividend Yield (G) Direct |
6.8286% |
0.0000 |
-0.7802 |
23.3506% |
1.1761 |
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Up Capture v/s Down Capture |
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