Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Quant Multi Asset Fund (G) Direct |
|
[Hybrid: Multi-Asset] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Quant Multi Asset Fund (G) Direct |
14.99% |
1.6054 |
11.9182% |
41.6216% |
0.1915 |
|
|
|
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 |
Quant Multi Asset Fund (G) Direct |
27.4267% |
0.0000 |
-16.6846 |
19.4502% |
1.9146 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|