Your Current Location : Fund Card : Risk Analysis |
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Quant Absolute Fund (G) 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 |
Quant Absolute Fund (G) Direct |
12.88% |
1.2500 |
11.8059% |
40.9459% |
0.1574 |
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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 |
Quant Absolute Fund (G) Direct |
20.4850% |
0.0000 |
-12.5126 |
16.8651% |
1.6721 |
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Up Capture v/s Down Capture |
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