| Your Current Location : Fund Card : Risk Analysis |
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| LIC MF Smallcap Fund Reg IDCW |
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| [Equity: Small Cap] |
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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 Smallcap Fund Reg (G) |
21.67% |
0.5636 |
17.0432% |
40.3606% |
0.0807 |
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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 Smallcap Fund Reg (G) |
7.9224% |
0.0004 |
0.1325 |
17.0303% |
0.6091 |
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| Up Capture v/s Down Capture |
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