Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HDFC Corporate Bond Fund (Q) IDCW Payout Direct |
|
[Debt: Corporate Bond] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Corporate Bond Fund (G) Direct |
1.28% |
-0.2138 |
0.9308% |
25.4470% |
0.4722 |
|
|
|
High Watermark Gain Stream (%) |
|
|
|
Maximum Drawdown Loss Stream (%) |
|
|
|
Gain Loss Ratio = 0.00 |
|
Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
HDFC Corporate Bond Fund (G) Direct |
0.1362% |
0.0000 |
-0.0052 |
1.2756% |
0.5840 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|