Your Current Location : Fund Card : Risk Analysis |
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HSBC Global Equity Climate Change FoF IDCW Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Global Equity Climate Change FoF (G) Direct |
15.63% |
0.0752 |
14.8463% |
48.9051% |
0.0429 |
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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 |
HSBC Global Equity Climate Change FoF (G) Direct |
0.6316% |
0.0000 |
-0.1679 |
25.2999% |
0.7594 |
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Up Capture v/s Down Capture |
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