Your Current Location : Fund Card : Risk Analysis |
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Union Medium Duration Fund IDCW Direct |
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[Debt: Medium Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
Union Medium Duration Fund (G) Direct |
1.92% |
-0.7134 |
1.3929% |
35.2617% |
0.2568 |
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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 |
Union Medium Duration Fund (G) Direct |
-0.8498% |
0.0000 |
-0.0201 |
1.8516% |
-0.4479 |
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Up Capture v/s Down Capture |
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