Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
PGIM India Short Duration Fund (Q) IDCW Direct |
|
[Debt: Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Short Duration Fun (G)Direct |
1.04% |
-1.4209 |
0.5471% |
29.0514% |
0.6633 |
|
|
|
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 |
PGIM India Short Duration Fun (G)Direct |
-2.0076% |
0.0000 |
-0.0271 |
0.9372% |
-0.1480 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|