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    More On HDFCARBITRAG…


    HDFC Arbitrage Retl Div (HDFCARBITRAG.BO)

    14.19 Up 0.01(0.07%) Jan 17

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2008):9.11%
    Worst 1 Yr Total Return(Dec 30, 2009):4.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticHDFCARBITRAG.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return0.600.61
    R-squared (against Standard Index)N/AN/A
    Standard Deviation0.560.77
    Sharpe Ratio4.945.33
    Treynor RatioN/AN/A
    5 Years
    StatisticHDFCARBITRAG.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual Return0.630.64
    R-squared (against Standard Index)N/AN/A
    Standard Deviation0.550.81
    Sharpe Ratio4.914.55
    Treynor RatioN/AN/A
    10 Years
    StatisticHDFCARBITRAG.BOCategory
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual ReturnN/A0.61
    R-squared (against Standard Index)N/AN/A
    Standard DeviationN/A1.02
    Sharpe RatioN/A3.34
    Treynor RatioN/AN/A