| Your Current Location : Fund Card : Risk Analysis |
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| Quant Large and Mid Cap Fund (G) |
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| [Equity: Large & Mid Cap] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Quant Large and Mid Cap Fund (G) |
16.36% |
0.6152 |
14.2896% |
42.4324% |
0.0914 |
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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 |
| Quant Large and Mid Cap Fund (G) |
11.2173% |
0.0000 |
-2.1750 |
22.6831% |
1.3882 |
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| Up Capture v/s Down Capture |
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