Your Current Location : Fund Card : Risk Analysis |
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LIC MF Aggressive Hybrid Fund IDCW Direct |
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[Hybrid: Aggressive] |
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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 Aggressive Hybrid Fund (G) Direct |
9.29% |
0.5441 |
8.7337% |
42.7027% |
0.1086 |
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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 Aggressive Hybrid Fund (G) Direct |
6.5177% |
0.0000 |
-0.8217 |
12.8136% |
0.8438 |
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Up Capture v/s Down Capture |
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