Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
HDFC Income Plus Arbitrage Active FOF (G) Direct |
[Hybrid: Conservative] |
|
|
|
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 |
7.31% |
1.0345 |
5.8334% |
36.1299% |
0.1759 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
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 |
7.7989% |
0.0000 |
0.0503 |
7.9130% |
1.3367 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|