Your Current Location : Fund Card : Risk Analysis |
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LIC Liquid Fund (G) 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 |
LIC Liquid Fund (G) Direct |
0.48% |
-5.9851 |
0.0168% |
0.5479% |
16.2222 |
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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 Liquid Fund (G) Direct |
-0.6507% |
0.0000 |
-3.0585 |
3.1812% |
0.0853 |
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Up Capture v/s Down Capture |
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