Your Current Location : Fund Card : Risk Analysis |
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PGIM India Banking & PSU Debt Reg Fund (M) IDCW |
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[Debt: Banking and PSU] |
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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% |
-1.1629 |
0.7119% |
30.2326% |
0.5037 |
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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 |
PGIM India Banking & PSU Debt Reg Fund (G) |
-1.3256% |
0.0000 |
-1.1057 |
4.0114% |
0.1369 |
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Up Capture v/s Down Capture |
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