Your Current Location : Fund Card : Risk Analysis |
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PGIM India Liquid Fund (D) IDCW Direct |
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[Debt: Liquid] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Liquid Fund (G)Direct |
0.46% |
-12.9232 |
0.0225% |
0.8326% |
10.3468 |
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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 |
PGIM India Liquid Fund (G)Direct |
-1.5002% |
0.0000 |
-8.5257 |
3.1963% |
0.0613 |
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Up Capture v/s Down Capture |
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