Your Current Location : Fund Card : Risk Analysis |
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HSBC Infrastructure Fund Reg IDCW |
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[Equity: Sectoral] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Infrastructure Fund Reg (G) |
18.16% |
0.8514 |
16.4587% |
39.7297% |
0.1053 |
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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 Infrastructure Fund Reg (G) |
17.0533% |
0.0000 |
-1.4310 |
25.1794% |
1.5740 |
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Up Capture v/s Down Capture |
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