Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Sundaram Low Duration Fund Reg (M) IDCW Sweep |
|
[Debt: Low Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Sundaram Low Duration Fund Reg (G) |
4.09% |
-2.2878 |
0.2080% |
13.0674% |
1.8236 |
|
|
|
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 |
Sundaram Low Duration Fund Reg (G) |
-1.0704% |
0.0000 |
-0.9719 |
3.8909% |
-0.0496 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|