| Your Current Location : Fund Card : Risk Analysis |
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| LIC Arbitrage Fund (M) 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 |
| LIC Arbitrage Fund (G) |
0.36% |
0.5911 |
0.5039% |
29.3243% |
0.9898 |
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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 |
| LIC Arbitrage Fund (G) |
0.6457% |
0.0000 |
3.2648 |
11.5887% |
1.3858 |
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| Up Capture v/s Down Capture |
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