Dow Down0.29% Nasdaq Up0.19%

More On 108845.BO


IDFC Arbitrage Reg Gr (108845.BO)

20.70 Up 0.02(0.10%) Mar 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):9.32%
Worst 1 Yr Total Return(Dec 30, 2009):3.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Statistic108845.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.640.59
R-squared (against Standard Index)N/AN/A
Standard Deviation0.570.74
Sharpe Ratio6.475.15
Treynor RatioN/AN/A
5 Years
Statistic108845.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.670.63
R-squared (against Standard Index)N/AN/A
Standard Deviation0.590.84
Sharpe Ratio5.724.45
Treynor RatioN/AN/A
10 Years
Statistic108845.BOCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual ReturnN/A0.60
R-squared (against Standard Index)N/AN/A
Standard DeviationN/A1.03
Sharpe RatioN/A3.19
Treynor RatioN/AN/A