Your Current Location : Fund Card : Risk Analysis |
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Sundaram Ultra Short Duration Fund (D) IDCW Direct |
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[Debt: Ultra Short Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Ultra Short Duration Fund (G) Direct |
0.27% |
3.6920 |
0.0210% |
1.3736% |
27.0938 |
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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 |
Sundaram Ultra Short Duration Fund (G) Direct |
1.4525% |
0.0000 |
-12.2540 |
11.6781% |
1.4993 |
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Up Capture v/s Down Capture |
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