Your Current Location : Fund Card : Risk Analysis |
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PGIM India Hybrid Equity Fund (Q) IDCWDirect |
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[Hybrid: Aggressive] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Hybrid Equity Fund (G)Direct |
9.79% |
0.6711 |
8.5651% |
41.0014% |
0.1178 |
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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 |
PGIM India Hybrid Equity Fund (G)Direct |
7.3672% |
0.0000 |
0.0361 |
11.8362% |
0.8658 |
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Up Capture v/s Down Capture |
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