| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| PGIM India Money Market Fund (D) IDCW |
 |
| [Debt: Money Market] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| PGIM India Money Market Fund (G) |
0.38% |
1.9733 |
0.0876% |
4.8276% |
6.0246 |
|
|
| |
| 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 |
| PGIM India Money Market Fund (G) |
0.8891% |
0.0000 |
1.2827 |
2.5205% |
0.3595 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|