Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
Axis All Seasons Debt Fund of Funds IDCW |
|
[Others: FoFs Domestic] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Axis All Seasons Debt Fund of Funds (G) |
1.39% |
-0.4573 |
1.0573% |
32.7824% |
0.3832 |
|
|
|
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 |
Axis All Seasons Debt Fund of Funds (G) |
-0.7239% |
0.0000 |
0.0652 |
10.2695% |
-0.1354 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|