| Your Current Location : Fund Card : Risk Analysis |
 |
|
|
|
| |
| Mirae Asset Hang Seng TECH E T F FOF Reg (G) |
| [Equity: Global] |
|
| |
| |
| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Mirae Asset Hang Seng TECH E T F FOF Reg (G) |
32.81% |
0.2939 |
28.7828% |
49.1501% |
0.0478 |
|
|
| |
| 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 |
| Mirae Asset Hang Seng TECH E T F FOF Reg (G) |
9.2848% |
0.0003 |
0.2084 |
41.1195% |
0.2441 |
|
|
| |
| Up Capture v/s Down Capture |
|
|
| |
|
|
| |
|
 |
| |
|
|
|
