Your Current Location : Fund Card : Risk Analysis |
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HDFC Income Fund IDCW |
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[Debt: Medium to Long Duration] |
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Absolute Metrics (Single Computation - last 3 years) |
Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
HDFC Income Fund (G) |
2.19% |
-0.7129 |
1.8276% |
40.1099% |
0.1785 |
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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 |
HDFC Income Fund (G) |
-2.1280% |
0.0000 |
0.0905 |
11.1678% |
-0.0206 |
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Up Capture v/s Down Capture |
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