Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
ITI Dynamic Bond Fund (Q) IDCW Direct |
 |
[Debt: Dynamic Bond] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
ITI Dynamic Bond Fund (G) Direct |
1.66% |
1.2020 |
1.0721% |
25.2066% |
0.5853 |
|
|
|
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 |
ITI Dynamic Bond Fund (G) Direct |
2.1702% |
0.0000 |
0.0653 |
1.9310% |
1.4530 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
 |
|
|
|
|