| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Gold E T F FoF (G) Direct |
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| [Commodity: Gold] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| LIC MF Gold E T F FoF (G) Direct |
18.01% |
1.0625 |
21.9731% |
41.5482% |
0.1225 |
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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 |
| LIC MF Gold E T F FoF (G) Direct |
10.5595% |
0.0001 |
0.4928 |
27.1426% |
-0.0598 |
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| Up Capture v/s Down Capture |
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