Your Current Location : Fund Card : Risk Analysis |
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LIC MF Ultra Short Duration Fund Reg (D) IDCW |
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[Debt: Ultra Short Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC MF Ultra Short Duration Fund Reg (G) |
0.47% |
-4.0932 |
0.0873% |
6.7400% |
4.1198 |
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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 |
LIC MF Ultra Short Duration Fund Reg (G) |
-1.3322% |
0.0000 |
-1.6654 |
3.8878% |
-0.1475 |
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Up Capture v/s Down Capture |
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