| Your Current Location : Fund Card : Risk Analysis |
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| HSBC Value Fund (G) Direct |
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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) Direct |
14.41% |
0.4816 |
14.5932% |
41.5426% |
0.0783 |
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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) Direct |
9.6667% |
1.0351 |
0.0896 |
9.3322% |
1.4726 |
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| Up Capture v/s Down Capture |
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