Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
PGIM India Banking & PSU Debt Reg Fund IDCW |
|
[Debt: Banking and PSU] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Banking & PSU Debt Reg Fund (G) |
1.21% |
-1.7438 |
0.5823% |
29.4466% |
0.5790 |
|
|
|
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 Banking & PSU Debt Reg Fund (G) |
-2.3689% |
0.0000 |
-0.0334 |
0.9512% |
-0.6631 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|