| Your Current Location : Fund Card : Risk Analysis |
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| HSBC Value Fund IDCW |
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| [Equity: Value] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| L&T India Value Fund (G) |
14.40% |
0.4317 |
14.6247% |
41.6779% |
0.0737 |
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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 |
| L&T India Value Fund (G) |
8.7081% |
1.0352 |
0.0803 |
9.3322% |
1.3400 |
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| Up Capture v/s Down Capture |
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