Your Current Location : Fund Card : Risk Analysis |
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HSBC Global Consumer Opportunities Fund-(G) Direct |
[Equity: Global] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Global Consumer Opportunities Fund-(G) Direct |
17.75% |
0.1616 |
11.0385% |
44.4279% |
0.0612 |
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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 |
HSBC Global Consumer Opportunities Fund-(G) Direct |
2.5788% |
0.3620 |
0.0676 |
17.5941% |
0.2288 |
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Up Capture v/s Down Capture |
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