| Your Current Location : Fund Card : Risk Analysis |
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| HDFC Corporate Bond Fund IDCW |
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| [Debt: Corporate Bond] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| HDFC Corporate Bond Fund (G) |
1.55% |
0.6672 |
0.7666% |
24.3802% |
0.6870 |
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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 Corporate Bond Fund (G) |
0.7273% |
0.0000 |
0.0318 |
2.6131% |
0.1912 |
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| Up Capture v/s Down Capture |
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