Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
PGIM India Liquid Fund (D) IDCW |
|
[Debt: Liquid] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
PGIM India Liquid Fund (G) |
0.43% |
-0.5342 |
0.0229% |
0.6487% |
13.4032 |
|
|
|
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 |
PGIM India Liquid Fund (G) |
-0.0496% |
0.0000 |
-0.0327 |
0.9163% |
0.8756 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|