Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HSBC Ultra Short Duration Fund (G) Direct |
|
[Debt: Ultra Short Duration] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Ultra Short Duration Fund (G) Direct |
0.55% |
-1.2754 |
0.1343% |
4.2641% |
3.1571 |
|
|
|
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 |
HSBC Ultra Short Duration Fund (G) Direct |
-0.4710% |
0.0000 |
-0.5070 |
3.8869% |
0.1702 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|