Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
LIC MF Conservative Hybrid Fund (G) |
|
[Hybrid: Conservative] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
LIC MF Conservative Hybrid Fund (G) |
3.51% |
-0.0713 |
2.7815% |
44.2916% |
0.1597 |
|
|
|
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 |
LIC MF Conservative Hybrid Fund (G) |
-0.2895% |
0.0000 |
-0.6533 |
5.6625% |
0.1848 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|