Your Current Location : Fund Card : Risk Analysis |
|
|
|
|
HSBC Flexi Debt Fund (G) |
|
[Debt: Dynamic Bond] |
|
|
|
Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HSBC Flexi Debt Fund (G) |
2.76% |
-1.4865 |
1.7601% |
44.7619% |
0.1079 |
|
|
|
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 Flexi Debt Fund (G) |
-3.3184% |
0.0000 |
0.2072 |
12.5267% |
-0.8343 |
|
|
|
Up Capture v/s Down Capture |
|
|
|
|
|
|
|
|
|
|
|