| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Mahindra Manulife Equity Savings Fund (G) Direct |
 |
| [Hybrid: Equity Savings] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Mahindra Manulife Equity Savings Fund (G) Direct |
5.38% |
0.8488 |
4.3835% |
38.1275% |
0.1887 |
|
|
| |
| 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 |
| Mahindra Manulife Equity Savings Fund (G) Direct |
3.5235% |
0.0002 |
0.1418 |
9.9519% |
0.0953 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
