| Your Current Location : Fund Card : Risk Analysis |
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| DSP Arbitrage Fund Reg Plan IDCW |
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| [Hybrid: Arbitrage] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| DSP Arbitrage Fund Reg Plan (G) |
0.37% |
0.8604 |
0.5322% |
27.1622% |
0.9800 |
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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 |
| DSP Arbitrage Fund Reg Plan (G) |
0.9463% |
0.0000 |
-22.0070 |
11.6202% |
1.4196 |
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| Up Capture v/s Down Capture |
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