| Your Current Location : Fund Card : Risk Analysis |
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| HDFC Income Plus Arbitrage Active FOF (G) Direct |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC Income Plus Arbitrage Active FOF (G) Direct |
6.06% |
1.1393 |
5.2601% |
34.5479% |
0.1996 |
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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 |
| HDFC Income Plus Arbitrage Active FOF (G) Direct |
7.5645% |
0.0000 |
-1.2911 |
14.2341% |
1.8672 |
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| Up Capture v/s Down Capture |
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